-6.4%
SSPC vs NXT
-20.2%
+13.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +5.0% |
| 7D | -11.1% | -5.7% | -5.4% | -13.1% |
| 30D | +19.1% | +18.5% | +0.5% | +37.1% |
| 3M | -31.7% | -4.1% | -27.6% | -31.3% |
| All | -6.4% | -20.2% | +13.7% | -3.3% |
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 · Available span rolling