+97.9%
SPY vs NXT
+178.8%
-80.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +0.1% | -15.3% | +15.4% | +1.4% |
| 3M | +2.0% | -43.8% | +45.8% | +6.4% |
| 6M | +13.0% | -18.7% | +31.7% | +14.0% |
| YTD | +13.5% | -3.0% | +16.5% | +12.7% |
| 1Y | +20.0% | +22.7% | -2.8% | +16.6% |
| 3Y | +77.2% | +95.9% | -18.7% | +62.1% |
| All | +97.9% | +178.8% | -80.9% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling