+172.1%
NXT vs SIRI
-33.7%
+205.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -20.0% | +2.5% | -22.5% | -20.3% |
| 3M | -30.7% | +6.6% | -37.4% | -31.3% |
| 6M | -29.0% | +32.9% | -61.8% | -31.3% |
| YTD | -4.8% | +50.5% | -55.3% | -9.5% |
| 1Y | +22.8% | +28.0% | -5.2% | +18.8% |
| 3Y | +93.9% | -22.4% | +116.3% | +96.6% |
| All | +172.1% | -33.7% | +205.9% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling