+167.1%
NXT vs SNY
+5.5%
+161.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.6% | -3.6% | +1.1% | -2.5% |
| 30D | -22.4% | -1.9% | -20.5% | -22.4% |
| 3M | -27.3% | -2.0% | -25.4% | -27.3% |
| 6M | -28.5% | +2.5% | -31.0% | -28.7% |
| YTD | -6.6% | -7.0% | +0.3% | -6.4% |
| 1Y | +20.4% | -4.4% | +24.7% | +20.2% |
| 3Y | +90.9% | -8.4% | +99.3% | +92.6% |
| All | +167.1% | +5.5% | +161.5% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling