+167.1%
NXT vs SBAC
-33.2%
+200.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.9% |
| 7D | -2.6% | -5.3% | +2.7% | -2.0% |
| 30D | -22.4% | +0.4% | -22.8% | -22.5% |
| 3M | -27.3% | -11.9% | -15.4% | -26.2% |
| 6M | -28.5% | -4.5% | -24.0% | -28.2% |
| YTD | -6.6% | -4.3% | -2.3% | -6.4% |
| 1Y | +20.4% | -3.9% | +24.2% | +20.6% |
| 3Y | +90.9% | -11.0% | +101.9% | +89.3% |
| All | +167.1% | -33.2% | +200.2% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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