+95.9%
SPY vs NXT
+171.8%
-75.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.2% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -1.4% | -20.0% | +18.6% | +0.4% |
| 3M | +3.7% | -30.9% | +34.6% | +6.5% |
| 6M | +13.0% | -23.8% | +36.8% | +14.5% |
| YTD | +12.4% | -5.4% | +17.8% | +11.8% |
| 1Y | +18.5% | +28.0% | -9.5% | +14.9% |
| 3Y | +77.6% | +93.3% | -15.7% | +62.7% |
| All | +95.9% | +171.8% | -75.9% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling