+319.4%
NEM vs STRL
+7,055.3%
-6,736.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +3.1% | +8.2% | -5.2% | +2.3% |
| 30D | +10.0% | -6.3% | +16.3% | +10.5% |
| 3M | +30.9% | -41.2% | +72.1% | +36.2% |
| 6M | +10.5% | +20.4% | -9.8% | +7.5% |
| YTD | +29.7% | +61.7% | -32.0% | +23.5% |
| 1Y | +71.1% | +72.7% | -1.6% | +61.8% |
| 3Y | +252.1% | +530.9% | -278.8% | +206.9% |
| 5Y | +157.7% | +2,125.4% | -1,967.7% | +110.9% |
| 10Y | +319.4% | +7,301.3% | -6,982.0% | +202.4% |
| All | +319.4% | +7,055.3% | -6,736.0% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling