-81.4%
SMR vs NXT
-11.1%
-70.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.9% | -0.9% | -3.8% |
| 7D | +10.3% | -6.0% | +16.3% | +14.9% |
| 30D | -25.7% | +5.4% | -31.2% | -28.4% |
| 3M | -49.7% | -9.7% | -40.0% | -46.9% |
| 6M | -59.8% | -25.3% | -34.5% | -53.5% |
| YTD | -66.0% | +7.5% | -73.4% | -71.9% |
| 1Y | -81.4% | -3.0% | -78.4% | -82.7% |
| All | -81.4% | -11.1% | -70.4% | -82.7% |
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