+88.9%
SMR vs NXT
+100.2%
-11.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.1% | +14.1% | +14.7% |
| 7D | +21.4% | +2.9% | +18.5% | +19.8% |
| 30D | +13.8% | -17.2% | +31.1% | +24.7% |
| 3M | +3.9% | -32.0% | +35.9% | +24.4% |
| 6M | -4.2% | -15.8% | +11.6% | +2.4% |
| YTD | -21.1% | -1.9% | -19.2% | -21.7% |
| 1Y | -67.1% | +22.5% | -89.6% | -69.4% |
| 3Y | +88.9% | +100.5% | -11.7% | +21.2% |
| All | +88.9% | +100.2% | -11.3% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling