+62.7%
SO vs NXT
+229.3%
-166.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | 0.0% |
| 7D | -0.1% | +4.0% | -4.1% | -0.1% |
| 30D | +8.7% | +15.9% | -7.2% | +8.9% |
| 3M | +3.4% | -3.0% | +6.4% | +3.4% |
| 6M | +3.7% | -20.7% | +24.4% | +3.6% |
| YTD | +10.0% | +14.6% | -4.6% | +10.1% |
| 1Y | +6.6% | -7.1% | +13.7% | +6.6% |
| 3Y | +52.5% | +189.4% | -136.9% | +50.2% |
| All | +62.7% | +229.3% | -166.6% | +63.1% |
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