+172.1%
NXT vs SITM
+399.7%
-227.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.7% | +0.8% |
| 7D | -1.9% | +3.9% | -5.8% | -2.7% |
| 30D | -20.0% | -6.6% | -13.5% | -19.2% |
| 3M | -30.7% | -11.9% | -18.9% | -30.0% |
| 6M | -29.0% | +81.1% | -110.1% | -38.2% |
| YTD | -4.8% | +80.0% | -84.8% | -17.9% |
| 1Y | +22.8% | +145.8% | -123.0% | -1.4% |
| 3Y | +93.9% | +475.9% | -381.9% | +15.5% |
| All | +172.1% | +399.7% | -227.6% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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