-24.4%
STRL vs NXT
-3.7%
-20.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | 0.0% | +15.0% | +15.0% |
| 7D | -13.3% | +15.1% | -28.4% | -21.8% |
| 30D | -43.3% | +21.8% | -65.1% | -51.1% |
| 3M | -46.9% | +1.6% | -48.4% | -48.5% |
| 6M | -65.6% | -16.7% | -48.9% | -62.8% |
| YTD | -5.1% | +20.4% | -25.5% | -19.2% |
| All | -24.4% | -3.7% | -20.7% | -25.3% |
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