+51.1%
NEM vs STM
+92.4%
-41.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.1% | +16.0% | +11.6% |
| 7D | +3.7% | -6.0% | +9.7% | +5.3% |
| 30D | +2.0% | -20.9% | +22.9% | +8.9% |
| 3M | +21.1% | -15.8% | +36.9% | +26.3% |
| 6M | +9.5% | -17.0% | +26.6% | +10.0% |
| YTD | +19.1% | +76.8% | -57.7% | -13.7% |
| 1Y | +51.1% | +96.5% | -45.4% | +5.0% |
| All | +51.1% | +92.4% | -41.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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