+22.2%
NEM vs STM
+95.5%
-73.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.4% | -5.0% |
| 7D | -5.9% | +16.3% | -22.2% | -9.7% |
| 30D | -2.6% | -6.3% | +3.7% | -1.5% |
| 3M | -4.2% | -14.1% | +9.9% | -1.0% |
| 6M | -5.5% | -19.6% | +14.1% | -4.0% |
| YTD | +13.5% | +80.1% | -66.6% | -18.4% |
| 1Y | +22.2% | +95.4% | -73.2% | -14.3% |
| All | +22.2% | +95.5% | -73.4% | -14.3% |
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