+91.5%
SAP vs NXT
+178.8%
-87.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | -2.9% | -1.1% | -1.8% | -2.9% |
| 30D | +9.0% | -15.3% | +24.3% | +9.4% |
| 3M | +14.9% | -43.8% | +58.7% | +16.8% |
| 6M | +11.9% | -18.7% | +30.6% | +11.4% |
| YTD | -9.9% | -3.0% | -6.9% | -11.5% |
| 1Y | -19.5% | +22.7% | -42.3% | -22.3% |
| 3Y | +61.8% | +95.9% | -34.1% | +48.0% |
| All | +91.5% | +178.8% | -87.3% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling