+7.9%
NXT vs SM
+84.2%
-76.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -9.4% | +9.4% | -18.8% | -7.2% |
| 30D | +15.1% | -14.4% | +29.5% | +11.7% |
| 3M | -9.1% | +1.6% | -10.7% | -8.8% |
| 6M | -30.3% | +6.3% | -36.7% | -28.2% |
| YTD | +9.1% | +78.8% | -69.7% | +2.3% |
| 1Y | +7.9% | +83.1% | -75.3% | +0.2% |
| All | +7.9% | +84.2% | -76.4% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling