+180.5%
NXT vs SHAK
+14.7%
+165.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.7% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | -17.2% | -5.2% | -12.0% | -16.4% |
| 3M | -32.0% | +27.3% | -59.3% | -35.8% |
| 6M | -15.8% | -27.9% | +12.1% | -11.3% |
| YTD | -1.9% | -17.0% | +15.1% | -0.3% |
| 1Y | +22.5% | -30.9% | +53.4% | +29.4% |
| 3Y | +100.5% | +3.4% | +97.2% | +72.6% |
| All | +180.5% | +14.7% | +165.8% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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