+230.2%
NXT vs SIMO
+199.4%
+30.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -0.9% |
| 7D | -5.7% | +0.9% | -6.7% | -6.0% |
| 30D | +18.5% | -25.4% | +43.9% | +24.4% |
| 3M | -4.1% | -17.8% | +13.7% | -2.7% |
| 6M | -20.3% | -29.6% | +9.2% | -16.9% |
| YTD | +15.5% | +100.3% | -84.8% | -5.7% |
| 1Y | -5.0% | +100.4% | -105.3% | -22.4% |
| 3Y | +191.6% | +246.1% | -54.4% | +120.1% |
| All | +230.2% | +199.4% | +30.9% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling