+177.4%
NXT vs STLA
-58.0%
+235.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.7% |
| 7D | -1.1% | +2.6% | -3.7% | -2.1% |
| 30D | -15.3% | -1.2% | -14.1% | -15.2% |
| 3M | -43.8% | -24.8% | -19.0% | -37.8% |
| 6M | -18.7% | -25.6% | +6.9% | -10.2% |
| YTD | -3.0% | -48.9% | +45.9% | +19.9% |
| 1Y | +22.7% | -38.8% | +61.5% | +37.8% |
| 3Y | +95.9% | -64.5% | +160.5% | +170.6% |
| All | +177.4% | -58.0% | +235.4% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling