+153.4%
NEM vs STLA
-62.5%
+215.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | +3.9% | +0.7% | +3.1% | +3.8% |
| 30D | +12.7% | -2.4% | +15.1% | +12.9% |
| 3M | +28.7% | -23.9% | +52.5% | +31.6% |
| 6M | +9.8% | -24.6% | +34.4% | +12.3% |
| YTD | +28.1% | -50.5% | +78.6% | +34.2% |
| 1Y | +69.3% | -39.8% | +109.2% | +73.2% |
| 3Y | +247.7% | -65.6% | +313.3% | +273.8% |
| 5Y | +153.4% | -62.1% | +215.5% | +162.2% |
| All | +153.4% | -62.5% | +215.9% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling