+72.7%
NEM vs STRL
+76.3%
-3.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.5% | -2.7% |
| 7D | +0.3% | +3.4% | -3.1% | -0.3% |
| 30D | +23.1% | -9.2% | +32.3% | +24.8% |
| 3M | +18.5% | -51.0% | +69.5% | +31.3% |
| 6M | +7.8% | +15.8% | -8.0% | +0.6% |
| YTD | +29.1% | +58.9% | -29.8% | +12.6% |
| 1Y | +72.7% | +68.5% | +4.1% | +46.8% |
| All | +72.7% | +76.3% | -3.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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