+99.7%
NXT vs SM
-6.8%
+106.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -15.3% | +26.3% | -41.6% | -18.1% |
| 3M | -43.8% | +8.7% | -52.5% | -44.6% |
| 6M | -18.7% | +51.7% | -70.3% | -27.0% |
| YTD | -3.0% | +99.0% | -102.0% | -19.1% |
| 1Y | +22.7% | +34.6% | -11.9% | +12.9% |
| All | +99.7% | -6.8% | +106.5% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling