+180.5%
NXT vs SIRI
-34.5%
+215.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.9% | +4.3% | -1.4% | +2.4% |
| 30D | -17.2% | -2.8% | -14.4% | -17.0% |
| 3M | -32.0% | +5.9% | -37.9% | -32.5% |
| 6M | -15.8% | +31.9% | -47.7% | -18.5% |
| YTD | -1.9% | +48.7% | -50.6% | -6.6% |
| 1Y | +22.5% | +23.2% | -0.7% | +19.1% |
| 3Y | +100.5% | -23.9% | +124.4% | +103.6% |
| All | +180.5% | -34.5% | +215.1% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling