+172.1%
NXT vs SNY
+5.7%
+166.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.9% | -3.3% | +1.4% | -1.8% |
| 30D | -20.0% | -2.2% | -17.9% | -20.0% |
| 3M | -30.7% | -3.0% | -27.7% | -30.7% |
| 6M | -29.0% | +2.7% | -31.7% | -29.1% |
| YTD | -4.8% | -6.8% | +2.0% | -4.6% |
| 1Y | +22.8% | -5.3% | +28.1% | +22.8% |
| 3Y | +93.9% | -9.8% | +103.7% | +96.2% |
| All | +172.1% | +5.7% | +166.5% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling