+177.3%
SPMO vs NXT
+168.4%
+8.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | -0.7% | -22.4% | +21.7% | +2.2% |
| 3M | +2.8% | -27.3% | +30.2% | +6.4% |
| 6M | +24.4% | -28.5% | +52.9% | +28.4% |
| YTD | +24.2% | -6.6% | +30.8% | +24.8% |
| 1Y | +24.5% | +20.4% | +4.1% | +22.2% |
| 3Y | +155.6% | +90.9% | +64.7% | +135.9% |
| All | +177.3% | +168.4% | +8.9% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling