+60.6%
SO vs NXT
+208.8%
-148.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.9% | +5.5% | -1.5% |
| 7D | -0.9% | -6.0% | +5.1% | -1.0% |
| 30D | +4.9% | +5.4% | -0.5% | +5.1% |
| 3M | +0.8% | -9.7% | +10.5% | +0.7% |
| 6M | +0.6% | -25.3% | +25.9% | +0.4% |
| YTD | +8.7% | +7.5% | +1.2% | +8.6% |
| 1Y | +4.0% | -3.0% | +7.0% | +3.9% |
| 3Y | +50.6% | +171.4% | -120.8% | +48.2% |
| All | +60.6% | +208.8% | -148.2% | +60.9% |
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