+207.3%
NXT vs SGI
+54.6%
+152.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -4.0% | -5.6% |
| 7D | -6.0% | -10.7% | +4.7% | -1.3% |
| 30D | +5.4% | -3.6% | +9.0% | +7.1% |
| 3M | -9.7% | -5.4% | -4.3% | -7.7% |
| 6M | -25.3% | -7.0% | -18.3% | -23.3% |
| YTD | +7.5% | -31.6% | +39.1% | +23.9% |
| 1Y | -3.0% | -33.5% | +30.5% | +13.4% |
| 3Y | +171.4% | +66.5% | +104.9% | +94.3% |
| All | +207.3% | +54.6% | +152.7% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling