+172.1%
NXT vs SCCO
+208.1%
-36.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -1.9% | -2.7% | +0.7% | -0.9% |
| 30D | -20.0% | -0.7% | -19.3% | -20.5% |
| 3M | -30.7% | +8.1% | -38.8% | -33.9% |
| 6M | -29.0% | +4.1% | -33.1% | -31.5% |
| YTD | -4.8% | +41.1% | -46.0% | -21.7% |
| 1Y | +22.8% | +95.6% | -72.8% | -13.0% |
| 3Y | +93.9% | +179.3% | -85.3% | +11.3% |
| All | +172.1% | +208.1% | -36.0% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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