-6.1%
STM vs NXT
+246.1%
-252.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -5.6% | +15.1% | -20.7% | -9.3% |
| 30D | -14.4% | +21.8% | -36.3% | -19.4% |
| 3M | -20.5% | +1.6% | -22.0% | -21.4% |
| 6M | -24.5% | -16.7% | -7.8% | -21.8% |
| YTD | +72.7% | +20.4% | +52.3% | +63.4% |
| 1Y | +91.0% | +0.2% | +90.8% | +87.1% |
| 3Y | +13.5% | +208.7% | -195.2% | -18.9% |
| All | -6.1% | +246.1% | -252.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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