+253.8%
NEM vs STRL
+509.6%
-255.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.5% | -2.6% |
| 7D | +0.3% | +3.4% | -3.1% | -0.2% |
| 30D | +23.1% | -9.2% | +32.3% | +24.6% |
| 3M | +18.5% | -51.0% | +69.5% | +29.9% |
| 6M | +7.8% | +15.8% | -8.0% | +2.5% |
| YTD | +29.1% | +58.9% | -29.8% | +17.1% |
| 1Y | +72.7% | +68.5% | +4.1% | +54.6% |
| All | +253.8% | +509.6% | -255.8% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling