+244.4%
NXT vs SPG
+121.4%
+123.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.0% |
| 7D | +32.2% | +4.9% | +27.3% | +30.1% |
| 30D | +21.9% | +15.6% | +6.3% | +15.4% |
| 3M | +6.6% | +4.1% | +2.5% | +5.1% |
| 6M | -16.8% | +13.6% | -30.4% | -21.8% |
| YTD | +20.4% | +27.5% | -7.1% | +6.8% |
| 1Y | -1.5% | +32.2% | -33.8% | -14.1% |
| 3Y | +182.4% | +126.0% | +56.4% | +73.0% |
| All | +244.4% | +121.4% | +123.0% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling