-20.3%
STRL vs NXT
-4.9%
-15.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.2% | +4.5% |
| 7D | +7.1% | -5.7% | +12.8% | +11.2% |
| 30D | -39.4% | +18.5% | -57.9% | -47.0% |
| 3M | -43.0% | -4.1% | -38.9% | -42.8% |
| 6M | -65.0% | -20.3% | -44.7% | -61.2% |
| YTD | -0.8% | +15.5% | -16.3% | -13.5% |
| 1Y | -20.3% | -5.0% | -15.3% | -20.1% |
| All | -20.3% | -4.9% | -15.4% | -20.1% |
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 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