+177.4%
NXT vs SIMO
+316.3%
-138.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.7% | -7.5% | -0.7% |
| 7D | -1.1% | +4.2% | -5.3% | -2.1% |
| 30D | -15.3% | +4.1% | -19.4% | -16.7% |
| 3M | -43.8% | -12.9% | -30.9% | -42.8% |
| 6M | -18.7% | +110.3% | -129.0% | -31.6% |
| YTD | -3.0% | +178.6% | -181.6% | -24.5% |
| 1Y | +22.7% | +220.0% | -197.3% | -6.9% |
| 3Y | +95.9% | +409.0% | -313.1% | +41.5% |
| All | +177.4% | +316.3% | -138.9% | +102.5% |
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