+177.4%
NXT vs SM
+22.5%
+154.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.2% |
| 3M | -43.8% | +8.7% | -52.5% | -44.7% |
| 6M | -18.7% | +51.7% | -70.3% | -26.7% |
| YTD | -3.0% | +99.0% | -102.0% | -18.4% |
| 1Y | +22.7% | +34.6% | -11.9% | +12.9% |
| 3Y | +95.9% | -7.8% | +103.7% | +88.6% |
| All | +177.4% | +22.5% | +154.9% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling