+71.1%
NEM vs STM
+98.5%
-27.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +3.1% | +1.7% | +1.4% | +2.6% |
| 30D | +10.0% | -5.2% | +15.1% | +11.6% |
| 3M | +30.9% | -29.6% | +60.5% | +42.3% |
| 6M | +10.5% | +54.4% | -43.8% | -7.7% |
| YTD | +29.7% | +99.5% | -69.8% | +2.0% |
| 1Y | +71.1% | +100.8% | -29.6% | +32.7% |
| All | +71.1% | +98.5% | -27.4% | +32.7% |
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