+9.3%
STM vs NXT
+181.9%
-172.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +5.2% | +2.9% | +2.3% | +4.4% |
| 30D | -7.4% | -17.2% | +9.9% | -2.5% |
| 3M | -30.6% | -32.0% | +1.4% | -23.2% |
| 6M | +66.4% | -15.8% | +82.1% | +74.4% |
| YTD | +101.1% | -1.9% | +103.1% | +102.7% |
| 1Y | +97.4% | +22.5% | +74.9% | +86.7% |
| 3Y | +21.1% | +100.5% | -79.4% | -3.5% |
| All | +9.3% | +181.9% | -172.6% | -17.8% |
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