+28.0%
NXT vs STZ
-14.3%
+42.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.6% |
| 7D | -0.2% | -6.0% | +5.8% | -0.5% |
| 30D | -20.0% | -8.9% | -11.1% | -20.2% |
| 3M | -30.9% | -12.6% | -18.4% | -31.1% |
| 6M | -23.8% | -17.2% | -6.6% | -23.4% |
| YTD | -5.4% | -10.0% | +4.6% | -10.0% |
| 1Y | +28.0% | -14.3% | +42.3% | +24.0% |
| All | +28.0% | -14.3% | +42.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling