+91.6%
NXT vs SIMO
+418.6%
-327.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.7% | -7.5% | -1.2% |
| 7D | -1.1% | +4.2% | -5.3% | -2.4% |
| 30D | -15.3% | +4.1% | -19.4% | -17.2% |
| 3M | -43.8% | -12.9% | -30.9% | -42.5% |
| 6M | -18.7% | +110.3% | -129.0% | -37.9% |
| YTD | -3.0% | +178.6% | -181.6% | -35.7% |
| 1Y | +22.7% | +220.0% | -197.3% | -23.0% |
| All | +91.6% | +418.6% | -327.0% | -2.4% |
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 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