+516.1%
NEM vs STRL
+11,482.4%
-10,966.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +11.6% | -19.8% | +31.4% | +12.1% |
| 30D | +1.8% | -43.6% | +45.4% | +3.2% |
| 3M | +2.5% | -45.2% | +47.7% | +4.0% |
| 6M | +3.4% | -65.7% | +69.1% | +6.1% |
| YTD | +20.9% | -5.4% | +26.4% | +20.4% |
| 1Y | +37.2% | -24.7% | +61.9% | +37.3% |
| 3Y | +271.6% | +335.0% | -63.4% | +255.5% |
| 5Y | +136.6% | +915.3% | -778.6% | +121.5% |
| 10Y | +342.6% | +3,877.5% | -3,534.8% | +298.3% |
| All | +516.1% | +11,482.4% | -10,966.3% | +430.6% |
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