+22.5%
NXT vs SIMO
+235.9%
-213.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.0% | -0.3% |
| 7D | +2.9% | +14.6% | -11.7% | -0.4% |
| 30D | -17.2% | +6.2% | -23.5% | -18.9% |
| 3M | -32.0% | +3.6% | -35.6% | -33.1% |
| 6M | -15.8% | +130.8% | -146.5% | -31.3% |
| YTD | -1.9% | +195.8% | -197.7% | -31.9% |
| 1Y | +22.5% | +225.0% | -202.5% | -20.4% |
| All | +22.5% | +235.9% | -213.4% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling