+319.4%
NEM vs STM
+656.4%
-337.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +3.1% | +1.7% | +1.4% | +2.8% |
| 30D | +10.0% | -5.2% | +15.1% | +10.8% |
| 3M | +30.9% | -29.6% | +60.5% | +37.0% |
| 6M | +10.5% | +54.4% | -43.8% | +3.1% |
| YTD | +29.7% | +99.5% | -69.8% | +17.0% |
| 1Y | +71.1% | +100.8% | -29.6% | +53.7% |
| 3Y | +252.1% | +20.2% | +231.9% | +229.3% |
| 5Y | +157.7% | +21.1% | +136.6% | +135.1% |
| 10Y | +319.4% | +664.5% | -345.2% | +186.0% |
| All | +319.4% | +656.4% | -337.1% | +186.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling