+187.6%
NEM vs STLA
+152.6%
+35.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.1% | +1.2% | -4.5% |
| 7D | -5.9% | -13.1% | +7.2% | -5.1% |
| 30D | -2.6% | -13.3% | +10.7% | -1.7% |
| 3M | -4.2% | -27.9% | +23.6% | -2.5% |
| 6M | -5.5% | -47.8% | +42.4% | -2.1% |
| YTD | +13.5% | -64.6% | +78.1% | +19.3% |
| 1Y | +22.2% | -64.0% | +86.2% | +28.2% |
| 3Y | +249.0% | -76.8% | +325.8% | +271.4% |
| 5Y | +120.1% | -74.2% | +194.3% | +131.3% |
| 10Y | +356.3% | -5.4% | +361.7% | +359.7% |
| All | +187.6% | +152.6% | +35.0% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling