+244.4%
NXT vs SIMO
+179.5%
+64.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -1.1% |
| 7D | +15.1% | -8.5% | +23.6% | +16.6% |
| 30D | +21.8% | -34.8% | +56.6% | +31.4% |
| 3M | +1.6% | -32.8% | +34.4% | +7.5% |
| 6M | -16.7% | -32.0% | +15.3% | -12.4% |
| YTD | +20.4% | +87.0% | -66.6% | -0.3% |
| 1Y | +0.2% | +86.1% | -85.8% | -16.8% |
| 3Y | +208.7% | +226.4% | -17.7% | +136.4% |
| All | +244.4% | +179.5% | +64.8% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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