+72.7%
NEM vs STM
+107.3%
-34.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.3% |
| 7D | +0.3% | +5.8% | -5.5% | -1.3% |
| 30D | +23.1% | -1.0% | +24.1% | +23.3% |
| 3M | +18.5% | -33.3% | +51.7% | +31.1% |
| 6M | +7.8% | +57.4% | -49.6% | -10.6% |
| YTD | +29.1% | +102.2% | -73.1% | +1.1% |
| 1Y | +72.7% | +99.6% | -26.9% | +34.1% |
| All | +72.7% | +107.3% | -34.6% | +34.1% |
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