+153.4%
NEM vs STRL
+2,093.0%
-1,939.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.2% |
| 7D | +3.9% | +10.1% | -6.3% | +2.6% |
| 30D | +12.7% | -8.2% | +20.9% | +13.7% |
| 3M | +28.7% | -43.7% | +72.3% | +36.3% |
| 6M | +9.8% | +27.1% | -17.3% | +4.9% |
| YTD | +28.1% | +64.0% | -35.9% | +19.2% |
| 1Y | +69.3% | +75.2% | -5.8% | +56.3% |
| 3Y | +247.7% | +539.9% | -292.2% | +191.9% |
| 5Y | +153.4% | +2,133.0% | -1,979.6% | +102.2% |
| All | +153.4% | +2,093.0% | -1,939.6% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling