+19.7%
SW vs NXT
+178.8%
-159.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -5.1% | -1.1% | -4.0% | -5.0% |
| 30D | -4.6% | -15.3% | +10.8% | -2.6% |
| 3M | +9.4% | -43.8% | +53.2% | +16.8% |
| 6M | +3.5% | -18.7% | +22.2% | +5.2% |
| YTD | +22.0% | -3.0% | +25.0% | +20.9% |
| 1Y | +2.2% | +22.7% | -20.5% | -2.4% |
| 3Y | +19.6% | +95.9% | -76.3% | +4.7% |
| All | +19.7% | +178.8% | -159.0% | -0.6% |
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