+230.2%
NXT vs SPG
+127.5%
+102.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -5.7% | +2.7% | -8.5% | -6.7% |
| 30D | +18.5% | +16.6% | +2.0% | +11.8% |
| 3M | -4.1% | +8.1% | -12.2% | -6.9% |
| 6M | -20.3% | +19.3% | -39.7% | -26.8% |
| YTD | +15.5% | +31.1% | -15.6% | +1.3% |
| 1Y | -5.0% | +32.8% | -37.7% | -17.1% |
| 3Y | +191.6% | +135.8% | +55.9% | +75.3% |
| All | +230.2% | +127.5% | +102.7% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling