+302.3%
NEM vs STLA
+55.1%
+247.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.3% |
| 7D | -1.0% | -2.9% | +1.9% | -0.8% |
| 30D | +7.8% | +0.9% | +6.9% | +7.7% |
| 3M | +30.2% | -21.6% | +51.8% | +32.6% |
| 6M | +9.6% | -21.6% | +31.2% | +11.7% |
| YTD | +27.8% | -50.4% | +78.2% | +33.8% |
| 1Y | +60.7% | -43.6% | +104.3% | +65.8% |
| 3Y | +245.3% | -66.4% | +311.7% | +268.4% |
| 5Y | +155.3% | -62.3% | +217.6% | +166.5% |
| All | +302.3% | +55.1% | +247.2% | +323.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling