+180.5%
NXT vs SCCO
+232.1%
-51.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -1.2% |
| 7D | +2.9% | +3.4% | -0.6% | +1.1% |
| 30D | -17.2% | +6.6% | -23.9% | -20.3% |
| 3M | -32.0% | +24.5% | -56.5% | -39.1% |
| 6M | -15.8% | +16.5% | -32.2% | -22.7% |
| YTD | -1.9% | +52.1% | -54.0% | -21.9% |
| 1Y | +22.5% | +114.2% | -91.7% | -16.6% |
| 3Y | +100.5% | +207.4% | -106.9% | +10.6% |
| All | +180.5% | +232.1% | -51.6% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling