+342.1%
NEM vs STM
+467.4%
-125.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.4% | -5.0% |
| 7D | -5.9% | +16.3% | -22.2% | -8.1% |
| 30D | -2.6% | -6.3% | +3.7% | -2.0% |
| 3M | -4.2% | -14.1% | +9.9% | -2.5% |
| 6M | -5.5% | -19.6% | +14.1% | -3.6% |
| YTD | +13.5% | +80.1% | -66.6% | +3.5% |
| 1Y | +22.2% | +95.4% | -73.2% | +10.1% |
| 3Y | +249.0% | +14.7% | +234.3% | +227.7% |
| 5Y | +120.1% | -5.4% | +125.5% | +106.8% |
| All | +342.1% | +467.4% | -125.2% | +254.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling