+212.0%
NXT vs SIMO
+176.2%
+35.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.6% |
| 7D | -9.4% | +4.1% | -13.5% | -10.2% |
| 30D | +15.1% | -24.0% | +39.1% | +20.1% |
| 3M | -9.1% | -31.8% | +22.7% | -4.0% |
| 6M | -30.3% | -36.9% | +6.6% | -25.8% |
| YTD | +9.1% | +84.8% | -75.7% | -9.5% |
| 1Y | +7.9% | +99.0% | -91.1% | -12.2% |
| 3Y | +176.5% | +217.9% | -41.4% | +111.9% |
| All | +212.0% | +176.2% | +35.8% | +142.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling