-1.4%
NEM vs STLA
-45.9%
+44.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.1% |
| 7D | +0.3% | -11.6% | +11.9% | +4.3% |
| 30D | +1.1% | -6.2% | +7.3% | +3.3% |
| 3M | +1.3% | -24.6% | +25.9% | +10.7% |
| 6M | -1.4% | -44.9% | +43.5% | +23.3% |
| All | -1.4% | -45.9% | +44.5% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling