+28.0%
NXT vs SFM
-47.5%
+75.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -4.0% |
| 7D | -0.2% | -7.2% | +7.0% | -1.0% |
| 30D | -20.0% | -14.3% | -5.6% | -21.3% |
| 3M | -30.9% | -13.7% | -17.2% | -31.9% |
| 6M | -23.8% | -6.0% | -17.8% | -24.4% |
| YTD | -5.4% | -8.2% | +2.8% | -5.5% |
| 1Y | +28.0% | -46.2% | +74.3% | +19.9% |
| All | +28.0% | -47.5% | +75.6% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling