+172.3%
NXT vs SIMO
+240.7%
-68.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.7% | -6.4% |
| 7D | -6.0% | +14.9% | -20.9% | -9.2% |
| 30D | +5.4% | -27.0% | +32.4% | +12.7% |
| 3M | -9.7% | -25.4% | +15.7% | -5.7% |
| 6M | -25.3% | -30.3% | +4.9% | -21.4% |
| YTD | +7.5% | +95.8% | -88.3% | -23.3% |
| 1Y | -3.0% | +100.0% | -103.0% | -31.4% |
| All | +172.3% | +240.7% | -68.4% | +57.2% |
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