+170.4%
NXT vs SPG
+96.1%
+74.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -2.3% |
| 7D | -0.2% | -2.7% | +2.5% | +0.8% |
| 30D | -20.0% | -7.3% | -12.7% | -17.6% |
| 3M | -30.9% | -3.5% | -27.5% | -30.6% |
| 6M | -23.8% | +8.5% | -32.3% | -27.7% |
| YTD | -5.4% | +13.0% | -18.4% | -12.2% |
| 1Y | +28.0% | +18.0% | +10.0% | +16.0% |
| 3Y | +93.3% | +104.5% | -11.2% | +22.5% |
| All | +170.4% | +96.1% | +74.3% | +77.0% |
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