+177.4%
NXT vs STZ
-40.6%
+218.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.7% |
| 30D | -15.3% | -1.9% | -13.5% | -15.1% |
| 3M | -43.8% | -6.2% | -37.6% | -43.3% |
| 6M | -18.7% | -14.0% | -4.6% | -16.2% |
| YTD | -3.0% | -5.1% | +2.1% | -4.5% |
| 1Y | +22.7% | -9.6% | +32.3% | +22.6% |
| 3Y | +95.9% | -47.2% | +143.2% | +141.9% |
| All | +177.4% | -40.6% | +218.1% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling