+27.3%
NEM vs STLA
-64.5%
+91.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -6.4% | -13.8% | +7.3% | -4.2% |
| 30D | +1.4% | -10.5% | +12.0% | +3.3% |
| 3M | -0.7% | -28.9% | +28.2% | +3.8% |
| 6M | -4.5% | -49.7% | +45.3% | +2.5% |
| YTD | +14.0% | -64.9% | +79.0% | +17.8% |
| 1Y | +27.3% | -64.0% | +91.3% | +30.8% |
| All | +27.3% | -64.5% | +91.8% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling