+487.7%
NEM vs STM
+2,285.7%
-1,798.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | +0.3% | +5.8% | -5.5% | -0.3% |
| 30D | +23.1% | -1.0% | +24.1% | +23.2% |
| 3M | +18.5% | -33.3% | +51.7% | +23.0% |
| 6M | +7.8% | +57.4% | -49.6% | +2.4% |
| YTD | +29.1% | +102.2% | -73.1% | +19.7% |
| 1Y | +72.7% | +99.6% | -26.9% | +59.9% |
| 3Y | +248.7% | +14.5% | +234.2% | +234.6% |
| 5Y | +148.7% | +21.4% | +127.3% | +133.8% |
| 10Y | +304.8% | +695.0% | -390.2% | +212.9% |
| All | +487.7% | +2,285.7% | -1,798.0% | +312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling