+230.2%
NXT vs SAN
+276.5%
-46.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -5.7% | +3.4% | -9.1% | -7.3% |
| 30D | +18.5% | -6.3% | +24.8% | +21.7% |
| 3M | -4.1% | -14.1% | +10.0% | +2.3% |
| 6M | -20.3% | +4.2% | -24.5% | -21.4% |
| YTD | +15.5% | +9.0% | +6.4% | +10.9% |
| 1Y | -5.0% | +18.8% | -23.7% | -11.7% |
| 3Y | +191.6% | +252.0% | -60.4% | +71.4% |
| All | +230.2% | +276.5% | -46.2% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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