+603.8%
STRL vs NXT
+246.1%
+357.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.9% | +1.7% |
| 7D | -26.9% | +32.2% | -59.2% | -34.5% |
| 30D | -52.7% | +21.9% | -74.6% | -56.3% |
| 3M | -52.8% | +6.6% | -59.4% | -54.5% |
| 6M | -71.5% | -16.8% | -54.7% | -70.2% |
| YTD | -17.4% | +20.4% | -37.9% | -21.0% |
| 1Y | -35.0% | -1.5% | -33.4% | -34.8% |
| 3Y | +239.2% | +182.4% | +56.8% | +172.4% |
| All | +603.8% | +246.1% | +357.7% | +434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling