+92.7%
NXT vs SIRI
-24.2%
+116.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -0.2% | -3.9% | +3.7% | +0.3% |
| 30D | -20.0% | -0.8% | -19.1% | -19.9% |
| 3M | -30.9% | +4.3% | -35.2% | -31.5% |
| 6M | -23.8% | +34.1% | -57.9% | -27.2% |
| YTD | -5.4% | +47.3% | -52.8% | -11.4% |
| 1Y | +28.0% | +22.9% | +5.1% | +23.4% |
| All | +92.7% | -24.2% | +116.9% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling