-20.6%
NXT vs SUNB
+1.6%
-22.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.9% | -9.5% | -7.1% |
| 7D | -0.2% | +9.4% | -9.6% | -5.8% |
| 30D | -20.0% | -6.9% | -13.1% | -16.3% |
| 3M | -30.9% | -11.3% | -19.6% | -25.7% |
| 6M | -23.8% | -1.8% | -22.1% | -24.9% |
| All | -20.6% | +1.6% | -22.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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