+4.9%
STM vs NXT
+181.6%
-176.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.3% | -0.9% | +2.9% |
| 7D | -10.7% | +32.2% | -43.0% | -18.0% |
| 30D | -25.7% | +21.9% | -47.7% | -30.2% |
| 3M | -21.6% | +6.6% | -28.1% | -23.6% |
| 6M | -27.8% | -16.8% | -11.0% | -25.1% |
| YTD | +61.8% | +20.4% | +41.3% | +53.3% |
| 1Y | +78.1% | -1.5% | +79.6% | +75.3% |
| 3Y | +4.9% | +182.4% | -177.5% | -23.1% |
| All | +4.9% | +181.6% | -176.7% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling