+139.1%
SU vs NXT
+171.8%
-32.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.9% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +10.7% | -20.0% | +30.7% | +12.0% |
| 3M | +13.5% | -30.9% | +44.4% | +15.5% |
| 6M | +21.8% | -23.8% | +45.6% | +22.3% |
| YTD | +58.8% | -5.4% | +64.3% | +56.3% |
| 1Y | +72.0% | +28.0% | +44.0% | +64.5% |
| 3Y | +121.7% | +93.3% | +28.4% | +98.8% |
| All | +139.1% | +171.8% | -32.6% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling