+68.3%
SE vs NXT
+181.9%
-113.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +0.6% | +2.9% | -2.3% | +0.2% |
| 30D | -0.1% | -17.2% | +17.2% | +2.6% |
| 3M | +34.1% | -32.0% | +66.1% | +40.7% |
| 6M | +23.2% | -15.8% | +39.0% | +23.4% |
| YTD | -11.2% | -1.9% | -9.3% | -13.8% |
| 1Y | -40.5% | +22.5% | -63.0% | -45.0% |
| 3Y | +196.3% | +100.5% | +95.7% | +142.2% |
| All | +68.3% | +181.9% | -113.6% | +15.2% |
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 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