+7.9%
NXT vs SITM
+47.8%
-39.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.1% | +2.8% |
| 7D | -9.4% | +6.6% | -16.0% | -10.9% |
| 30D | +15.1% | -15.3% | +30.4% | +18.5% |
| 3M | -9.1% | -35.4% | +26.3% | -0.8% |
| 6M | -30.3% | -46.8% | +16.5% | -22.2% |
| YTD | +9.1% | +25.9% | -16.8% | -2.7% |
| 1Y | +7.9% | +54.0% | -46.1% | -9.0% |
| All | +7.9% | +47.8% | -39.9% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling