+49.3%
SW vs NXT
+167.3%
-118.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -0.6% |
| 7D | +4.7% | +24.7% | -20.1% | +1.5% |
| 30D | +5.0% | +13.0% | -8.0% | +3.0% |
| 3M | -7.3% | -0.2% | -7.1% | -7.7% |
| 6M | +15.0% | -19.3% | +34.2% | +16.7% |
| YTD | +18.5% | +14.3% | +4.2% | +14.5% |
| 1Y | +27.1% | -11.0% | +38.1% | +26.2% |
| All | +49.3% | +167.3% | -118.1% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling