+167.1%
NXT vs SITM
+373.5%
-206.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.7% |
| 7D | -2.6% | +4.8% | -7.4% | -3.5% |
| 30D | -22.4% | -9.7% | -12.7% | -21.0% |
| 3M | -27.3% | -9.3% | -18.0% | -26.9% |
| 6M | -28.5% | +69.5% | -98.0% | -37.0% |
| YTD | -6.6% | +70.5% | -77.1% | -18.5% |
| 1Y | +20.4% | +145.3% | -124.9% | -3.3% |
| 3Y | +90.9% | +432.8% | -341.9% | +15.5% |
| All | +167.1% | +373.5% | -206.4% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling