+1,233.8%
STX vs NXT
+178.8%
+1,055.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +6.0% |
| 7D | +2.4% | -1.1% | +3.5% | +2.6% |
| 30D | +1.4% | -15.3% | +16.7% | +5.7% |
| 3M | -8.2% | -43.8% | +35.6% | +5.8% |
| 6M | +127.0% | -18.7% | +145.7% | +138.0% |
| YTD | +209.1% | -3.0% | +212.1% | +214.5% |
| 1Y | +365.4% | +22.7% | +342.7% | +359.0% |
| 3Y | +1,135.4% | +95.9% | +1,039.5% | +1,011.8% |
| All | +1,233.8% | +178.8% | +1,055.0% | +1,032.9% |
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