+557.9%
NEM vs STRL
+19,359.6%
-18,801.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.5% | -2.0% |
| 7D | +0.3% | +3.4% | -3.1% | +0.2% |
| 30D | +23.1% | -9.2% | +32.3% | +23.4% |
| 3M | +18.5% | -51.0% | +69.5% | +20.7% |
| 6M | +7.8% | +15.8% | -8.0% | +6.9% |
| YTD | +29.1% | +58.9% | -29.8% | +27.0% |
| 1Y | +72.7% | +68.5% | +4.1% | +69.4% |
| 3Y | +248.7% | +485.2% | -236.5% | +230.9% |
| 5Y | +148.7% | +2,005.1% | -1,856.4% | +128.8% |
| 10Y | +304.8% | +7,118.0% | -6,813.2% | +259.0% |
| All | +557.9% | +19,359.6% | -18,801.7% | +459.6% |
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