-43.6%
SE vs NXT
+18.1%
-61.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -3.8% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -5.3% | -20.0% | +14.7% | -3.7% |
| 3M | +28.1% | -30.9% | +59.0% | +30.9% |
| 6M | +20.7% | -23.8% | +44.5% | +21.4% |
| YTD | -14.8% | -5.4% | -9.3% | -17.0% |
| 1Y | -43.6% | +28.0% | -71.6% | -47.0% |
| All | -43.6% | +18.1% | -61.7% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling