+177.4%
NXT vs SGI
+78.2%
+99.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.1% | +8.5% | -9.6% | -4.7% |
| 30D | -15.3% | +0.7% | -16.0% | -15.8% |
| 3M | -43.8% | +0.6% | -44.4% | -44.1% |
| 6M | -18.7% | -17.9% | -0.7% | -12.4% |
| YTD | -3.0% | -21.2% | +18.2% | +5.2% |
| 1Y | +22.7% | -18.9% | +41.6% | +30.8% |
| 3Y | +95.9% | +52.6% | +43.3% | +49.1% |
| All | +177.4% | +78.2% | +99.3% | +93.6% |
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