-20.3%
NXT vs SIMO
-28.1%
+7.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -1.3% |
| 7D | -5.7% | +0.9% | -6.7% | -6.1% |
| 30D | +18.5% | -25.4% | +43.9% | +26.2% |
| 3M | -4.1% | -17.8% | +13.7% | -3.9% |
| 6M | -20.3% | -29.6% | +9.2% | -17.3% |
| All | -20.3% | -28.1% | +7.7% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling