+180.5%
NXT vs STLA
-59.3%
+239.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.2% |
| 7D | +2.9% | +0.7% | +2.1% | +2.5% |
| 30D | -17.2% | -2.4% | -14.9% | -16.8% |
| 3M | -32.0% | -23.9% | -8.1% | -25.2% |
| 6M | -15.8% | -24.6% | +8.9% | -7.3% |
| YTD | -1.9% | -50.5% | +48.6% | +22.6% |
| 1Y | +22.5% | -39.8% | +62.3% | +38.2% |
| 3Y | +100.5% | -65.6% | +166.2% | +180.0% |
| All | +180.5% | -59.3% | +239.8% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling