+99.5%
NXT vs SN
+490.7%
-391.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -1.1% | -9.3% | +8.2% | +0.6% |
| 30D | -15.3% | -4.8% | -10.5% | -14.6% |
| 3M | -43.8% | +40.4% | -84.2% | -47.4% |
| 6M | -18.7% | +50.9% | -69.6% | -25.2% |
| YTD | -3.0% | +54.9% | -57.9% | -11.1% |
| 1Y | +22.7% | +43.0% | -20.3% | +13.3% |
| 3Y | +95.9% | +391.8% | -295.9% | +46.1% |
| All | +99.5% | +490.7% | -391.2% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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