-7.1%
NXT vs SBAC
+0.4%
-7.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -4.8% |
| 7D | +4.0% | +3.6% | +0.3% | +4.1% |
| 30D | +15.9% | +4.9% | +11.0% | +16.4% |
| 3M | -3.0% | +6.5% | -9.5% | -2.9% |
| 6M | -20.7% | -11.1% | -9.6% | -21.4% |
| YTD | +14.6% | +0.9% | +13.7% | +24.1% |
| 1Y | -7.1% | -1.6% | -5.5% | +6.3% |
| All | -7.1% | +0.4% | -7.5% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling