+177.4%
NXT vs SAN
+344.8%
-167.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -1.1% | +1.8% | -2.9% | -1.9% |
| 30D | -15.3% | +2.0% | -17.3% | -16.1% |
| 3M | -43.8% | +19.7% | -63.5% | -47.7% |
| 6M | -18.7% | +30.6% | -49.3% | -27.0% |
| YTD | -3.0% | +28.8% | -31.8% | -13.2% |
| 1Y | +22.7% | +57.8% | -35.0% | +1.4% |
| 3Y | +95.9% | +338.1% | -242.2% | +5.2% |
| All | +177.4% | +344.8% | -167.4% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling