+167.1%
NXT vs SEI
+574.7%
-407.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.3% |
| 7D | -2.6% | +20.7% | -23.2% | -6.2% |
| 30D | -22.4% | +9.1% | -31.6% | -24.1% |
| 3M | -27.3% | -6.0% | -21.3% | -27.2% |
| 6M | -28.5% | +18.9% | -47.4% | -31.0% |
| YTD | -6.6% | +40.1% | -46.7% | -12.4% |
| 1Y | +20.4% | +120.6% | -100.3% | +7.4% |
| 3Y | +90.9% | +562.1% | -471.2% | +40.9% |
| All | +167.1% | +574.7% | -407.6% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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