+521.0%
NEM vs STRL
+10,012.8%
-9,491.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.9% |
| 7D | +13.4% | -26.9% | +40.3% | +14.2% |
| 30D | +6.5% | -52.7% | +59.2% | +8.6% |
| 3M | +14.9% | -52.8% | +67.8% | +17.1% |
| 6M | +5.5% | -71.5% | +77.0% | +8.8% |
| YTD | +21.9% | -17.4% | +39.3% | +21.9% |
| 1Y | +47.9% | -35.0% | +82.8% | +48.6% |
| 3Y | +238.2% | +239.2% | -1.0% | +225.5% |
| 5Y | +146.2% | +830.2% | -684.0% | +131.1% |
| 10Y | +309.3% | +3,574.7% | -3,265.4% | +269.3% |
| All | +521.0% | +10,012.8% | -9,491.8% | +436.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling