+331.8%
SPOT vs NXT
+168.4%
+163.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -6.9% | -2.6% | -4.3% | -6.8% |
| 30D | +4.1% | -22.4% | +26.6% | +4.6% |
| 3M | +3.7% | -27.3% | +31.0% | +4.2% |
| 6M | -1.6% | -28.5% | +26.9% | -1.6% |
| YTD | -10.2% | -6.6% | -3.5% | -11.9% |
| 1Y | -25.9% | +20.4% | -46.3% | -28.9% |
| 3Y | +235.6% | +90.9% | +144.7% | +202.5% |
| All | +331.8% | +168.4% | +163.4% | +269.9% |
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 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