+170.4%
NXT vs SGI
+74.0%
+96.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.8% |
| 7D | -0.2% | +0.6% | -0.8% | -0.5% |
| 30D | -20.0% | +5.5% | -25.5% | -21.9% |
| 3M | -30.9% | -3.6% | -27.3% | -30.0% |
| 6M | -23.8% | -15.0% | -8.8% | -19.2% |
| YTD | -5.4% | -23.0% | +17.6% | +3.6% |
| 1Y | +28.0% | -18.4% | +46.5% | +35.7% |
| 3Y | +93.3% | +57.8% | +35.6% | +43.9% |
| All | +170.4% | +74.0% | +96.4% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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