+5.8%
SMR vs NXT
+171.8%
-166.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.7% |
| 7D | +13.1% | -0.2% | +13.3% | +13.3% |
| 30D | +17.8% | -20.0% | +37.7% | +30.4% |
| 3M | +8.1% | -30.9% | +39.0% | +27.6% |
| 6M | -11.1% | -23.8% | +12.7% | -0.8% |
| YTD | -23.7% | -5.4% | -18.3% | -22.8% |
| 1Y | -69.4% | +28.0% | -97.5% | -71.7% |
| 3Y | +82.6% | +93.3% | -10.7% | +30.7% |
| All | +5.8% | +171.8% | -166.0% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling