+100.8%
STM vs NXT
+18.1%
+82.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.5% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -5.2% | -20.0% | +14.8% | +2.8% |
| 3M | -29.6% | -30.9% | +1.3% | -19.8% |
| 6M | +54.4% | -23.8% | +78.2% | +71.7% |
| YTD | +99.5% | -5.4% | +105.0% | +113.6% |
| 1Y | +100.8% | +28.0% | +72.7% | +100.6% |
| All | +100.8% | +18.1% | +82.6% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling