+212.0%
NXT vs SFM
+60.1%
+151.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | -9.4% | +6.0% | -15.5% | -10.0% |
| 30D | +15.1% | -19.5% | +34.6% | +16.9% |
| 3M | -9.1% | -37.0% | +27.9% | -5.5% |
| 6M | -30.3% | -41.0% | +10.7% | -27.3% |
| YTD | +9.1% | -34.6% | +43.7% | +11.5% |
| 1Y | +7.9% | -36.3% | +44.1% | +10.7% |
| 3Y | +176.5% | +24.5% | +152.0% | +111.8% |
| All | +212.0% | +60.1% | +151.9% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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