+72.7%
NEM vs STT
+75.3%
-2.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +23.1% | +3.9% | +19.2% | +20.5% |
| 3M | +18.5% | +20.0% | -1.5% | +7.5% |
| 6M | +7.8% | +55.3% | -47.5% | -14.6% |
| YTD | +29.1% | +53.3% | -24.2% | +2.7% |
| 1Y | +72.7% | +74.7% | -2.0% | +29.4% |
| All | +72.7% | +75.3% | -2.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling