+182.4%
NXT vs SIMO
+214.6%
-32.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.2% | +4.3% |
| 7D | +32.2% | -22.0% | +54.2% | +39.3% |
| 30D | +21.9% | -43.0% | +65.0% | +38.8% |
| 3M | +6.6% | -39.1% | +45.7% | +17.2% |
| 6M | -16.8% | -33.3% | +16.5% | -11.3% |
| YTD | +20.4% | +77.0% | -56.5% | -11.8% |
| 1Y | -1.5% | +73.0% | -74.5% | -27.2% |
| 3Y | +182.4% | +215.7% | -33.3% | +56.7% |
| All | +182.4% | +214.6% | -32.2% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling