+138.5%
SU vs NXT
+173.5%
-35.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | +2.2% | -1.9% | +4.1% | +2.3% |
| 30D | +8.4% | -20.0% | +28.5% | +9.7% |
| 3M | +12.1% | -30.7% | +42.8% | +14.1% |
| 6M | +19.7% | -29.0% | +48.6% | +20.9% |
| YTD | +58.4% | -4.8% | +63.3% | +55.8% |
| 1Y | +67.2% | +22.8% | +44.4% | +60.5% |
| 3Y | +125.0% | +93.9% | +31.1% | +101.8% |
| All | +138.5% | +173.5% | -35.0% | +101.6% |
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