-100.0%
NXTT vs SPY
+108.8%
-208.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.9% | +9.5% | +9.6% |
| 7D | +1.3% | -0.8% | +2.1% | +2.1% |
| 30D | -13.3% | -1.1% | -12.3% | -12.4% |
| 3M | -96.6% | +3.9% | -100.5% | -96.9% |
| 6M | -98.0% | +13.6% | -111.6% | -98.4% |
| YTD | -99.1% | +12.7% | -111.8% | -99.3% |
| 1Y | -99.9% | +17.5% | -117.4% | -99.9% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| All | -100.0% | +108.8% | -208.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling