+153.4%
NEM vs STM
+20.9%
+132.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.9% | +5.2% | -1.3% | +2.9% |
| 30D | +12.7% | -7.4% | +20.1% | +14.1% |
| 3M | +28.7% | -30.6% | +59.3% | +35.7% |
| 6M | +9.8% | +66.4% | -56.6% | +0.6% |
| YTD | +28.1% | +101.1% | -73.0% | +14.6% |
| 1Y | +69.3% | +97.4% | -28.0% | +51.2% |
| 3Y | +247.7% | +21.1% | +226.5% | +220.9% |
| 5Y | +153.4% | +22.5% | +130.9% | +115.5% |
| All | +153.4% | +20.9% | +132.5% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling