+244.4%
NXT vs SIMO
+164.5%
+79.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.2% | +4.5% |
| 7D | +32.2% | -22.0% | +54.2% | +37.8% |
| 30D | +21.9% | -43.0% | +65.0% | +35.1% |
| 3M | +6.6% | -39.1% | +45.7% | +15.0% |
| 6M | -16.8% | -33.3% | +16.5% | -12.0% |
| YTD | +20.4% | +77.0% | -56.5% | +0.9% |
| 1Y | -1.5% | +73.0% | -74.5% | -17.0% |
| 3Y | +182.4% | +215.7% | -33.3% | +119.1% |
| All | +244.4% | +164.5% | +79.9% | +170.5% |
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