+92.7%
NXT vs SITM
+412.8%
-320.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.3% |
| 7D | -0.2% | +3.7% | -3.9% | -1.0% |
| 30D | -20.0% | -14.5% | -5.5% | -17.6% |
| 3M | -30.9% | -10.6% | -20.4% | -30.3% |
| 6M | -23.8% | +65.5% | -89.4% | -32.5% |
| YTD | -5.4% | +67.0% | -72.5% | -17.1% |
| 1Y | +28.0% | +138.6% | -110.6% | +3.6% |
| All | +92.7% | +412.8% | -320.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling