+177.4%
NXT vs STT
+131.7%
+45.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | -15.3% | +3.9% | -19.2% | -17.0% |
| 3M | -43.8% | +20.0% | -63.7% | -48.6% |
| 6M | -18.7% | +55.3% | -74.0% | -34.6% |
| YTD | -3.0% | +53.3% | -56.3% | -21.7% |
| 1Y | +22.7% | +74.7% | -52.0% | -6.5% |
| 3Y | +95.9% | +205.8% | -109.9% | +13.1% |
| All | +177.4% | +131.7% | +45.7% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling