+180.5%
NXT vs SGI
+77.4%
+103.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | +2.9% | +9.3% | -6.4% | -1.1% |
| 30D | -17.2% | +6.9% | -24.1% | -19.7% |
| 3M | -32.0% | +2.8% | -34.8% | -33.0% |
| 6M | -15.8% | -12.6% | -3.2% | -11.7% |
| YTD | -1.9% | -21.5% | +19.6% | +6.6% |
| 1Y | +22.5% | -18.8% | +41.2% | +30.4% |
| 3Y | +100.5% | +60.8% | +39.7% | +48.0% |
| All | +180.5% | +77.4% | +103.2% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling