-61.0%
SMR vs NXT
-36.3%
-24.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -4.2% |
| 7D | -8.3% | -9.4% | +1.1% | -2.9% |
| 30D | -20.1% | +15.1% | -35.2% | -26.6% |
| 3M | -52.7% | -9.1% | -43.6% | -49.5% |
| 6M | -61.0% | -30.3% | -30.7% | -53.0% |
| All | -61.0% | -36.3% | -24.7% | -53.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling