+79.9%
SPY vs NXT
+194.0%
-114.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +0.1% | +15.1% | -15.0% | -1.1% |
| 30D | -3.3% | +21.8% | -25.1% | -5.0% |
| 3M | -2.4% | +1.6% | -4.0% | -2.9% |
| 6M | +2.6% | -16.7% | +19.3% | +3.1% |
| YTD | +11.2% | +20.4% | -9.2% | +8.3% |
| 1Y | +13.4% | +0.2% | +13.1% | +11.7% |
| 3Y | +79.9% | +208.7% | -128.8% | +58.1% |
| All | +79.9% | +194.0% | -114.1% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling