+207.3%
NXT vs STT
+108.3%
+99.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.7% | -6.8% |
| 7D | -6.0% | +5.1% | -11.1% | -8.5% |
| 30D | +5.4% | -0.2% | +5.7% | +5.8% |
| 3M | -9.7% | -8.1% | -1.6% | -5.7% |
| 6M | -25.3% | +16.6% | -42.0% | -30.7% |
| YTD | +7.5% | +37.8% | -30.4% | -8.3% |
| 1Y | -3.0% | +46.8% | -49.8% | -19.5% |
| 3Y | +171.4% | +181.2% | -9.8% | +64.4% |
| All | +207.3% | +108.3% | +99.0% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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