+96.8%
SPY vs NXT
+181.9%
-85.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | +0.5% | +2.9% | -2.3% | +0.3% |
| 30D | -0.9% | -17.2% | +16.3% | +0.5% |
| 3M | +3.9% | -32.0% | +35.9% | +6.8% |
| 6M | +14.5% | -15.8% | +30.3% | +15.2% |
| YTD | +12.9% | -1.9% | +14.8% | +12.0% |
| 1Y | +19.4% | +22.5% | -3.1% | +16.0% |
| 3Y | +78.5% | +100.5% | -22.1% | +62.9% |
| All | +96.8% | +181.9% | -85.1% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling