+107.8%
SAP vs NXT
+246.1%
-138.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.5% | -4.3% |
| 7D | -0.7% | +32.2% | -32.9% | -1.4% |
| 30D | +11.1% | +21.9% | -10.8% | +10.5% |
| 3M | +17.0% | +6.6% | +10.5% | +16.7% |
| 6M | +34.8% | -16.8% | +51.6% | +35.0% |
| YTD | -2.2% | +20.4% | -22.7% | -4.5% |
| 1Y | -6.4% | -1.5% | -4.9% | -7.6% |
| 3Y | +75.1% | +182.4% | -107.2% | +57.7% |
| All | +107.8% | +246.1% | -138.3% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling