+180.5%
NXT vs SM
+26.9%
+153.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.6% |
| 7D | +2.9% | -0.2% | +3.0% | +2.9% |
| 30D | -17.2% | +31.5% | -48.8% | -20.4% |
| 3M | -32.0% | +17.3% | -49.3% | -33.9% |
| 6M | -15.8% | +48.5% | -64.3% | -23.4% |
| YTD | -1.9% | +106.3% | -108.2% | -17.9% |
| 1Y | +22.5% | +47.3% | -24.8% | +10.5% |
| 3Y | +100.5% | -1.4% | +102.0% | +91.3% |
| All | +180.5% | +26.9% | +153.6% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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