+146.9%
NEM vs STM
-15.6%
+162.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.2% |
| 7D | +13.4% | -10.7% | +24.2% | +15.2% |
| 30D | +6.5% | -25.7% | +32.2% | +11.7% |
| 3M | +14.9% | -21.6% | +36.5% | +19.1% |
| 6M | +5.5% | -27.8% | +33.3% | +10.1% |
| YTD | +21.9% | +61.8% | -39.9% | +12.0% |
| 1Y | +47.9% | +78.1% | -30.2% | +34.1% |
| 3Y | +238.2% | +4.9% | +233.3% | +219.6% |
| All | +146.9% | -15.6% | +162.5% | +111.6% |
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