+68.5%
STRL vs NXT
+26.2%
+42.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.0% |
| 7D | +3.4% | -1.1% | +4.5% | +4.0% |
| 30D | -9.2% | -15.3% | +6.1% | +0.7% |
| 3M | -51.0% | -43.8% | -7.3% | -29.6% |
| 6M | +15.8% | -18.7% | +34.4% | +32.2% |
| YTD | +58.9% | -3.0% | +61.9% | +59.9% |
| 1Y | +68.5% | +22.7% | +45.8% | +68.7% |
| All | +68.5% | +26.2% | +42.3% | +68.7% |
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