+16.3%
SW vs NXT
+228.5%
-212.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | -0.7% |
| 7D | +4.7% | +24.7% | -20.1% | +1.6% |
| 30D | +5.0% | +13.0% | -8.0% | +3.1% |
| 3M | -7.3% | -0.2% | -7.1% | -7.7% |
| 6M | +15.0% | -19.3% | +34.2% | +16.6% |
| YTD | +18.5% | +14.3% | +4.2% | +14.6% |
| 1Y | +27.1% | -11.0% | +38.1% | +26.2% |
| 3Y | +49.3% | +167.8% | -118.4% | +25.9% |
| All | +16.3% | +228.5% | -212.2% | -5.8% |
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