+88.3%
SAP vs NXT
+181.9%
-93.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.7% |
| 7D | -0.3% | +2.9% | -3.1% | -0.3% |
| 30D | +2.6% | -17.2% | +19.8% | +3.0% |
| 3M | +16.3% | -32.0% | +48.2% | +17.3% |
| 6M | +6.4% | -15.8% | +22.1% | +5.7% |
| YTD | -11.4% | -1.9% | -9.5% | -13.0% |
| 1Y | -20.4% | +22.5% | -42.9% | -23.1% |
| 3Y | +56.5% | +100.5% | -44.0% | +43.0% |
| All | +88.3% | +181.9% | -93.6% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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