+167.1%
NXT vs SIRI
-34.3%
+201.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -2.6% | -3.0% | +0.4% | -2.3% |
| 30D | -22.4% | +1.3% | -23.7% | -22.6% |
| 3M | -27.3% | +5.6% | -33.0% | -27.9% |
| 6M | -28.5% | +35.2% | -63.6% | -30.9% |
| YTD | -6.6% | +49.1% | -55.7% | -11.1% |
| 1Y | +20.4% | +26.8% | -6.4% | +16.6% |
| 3Y | +90.9% | -23.7% | +114.6% | +93.8% |
| All | +167.1% | -34.3% | +201.4% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling