+15.8%
SE vs NXT
+246.1%
-230.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | +3.3% | +15.1% | -11.8% | +1.2% |
| 30D | -18.2% | +21.8% | -40.0% | -20.6% |
| 3M | -31.3% | +1.6% | -32.8% | -31.7% |
| 6M | -10.1% | -16.7% | +6.6% | -9.4% |
| YTD | -38.9% | +20.4% | -59.3% | -42.7% |
| 1Y | -48.0% | +0.2% | -48.3% | -49.8% |
| 3Y | +78.8% | +208.7% | -129.9% | +30.2% |
| All | +15.8% | +246.1% | -230.3% | -23.3% |
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