+319.4%
NEM vs STT
+262.1%
+57.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.1% | +1.0% | +2.1% | +2.9% |
| 30D | +10.0% | +2.8% | +7.2% | +9.6% |
| 3M | +30.9% | +18.1% | +12.8% | +28.2% |
| 6M | +10.5% | +59.2% | -48.7% | +4.5% |
| YTD | +29.7% | +51.5% | -21.7% | +23.4% |
| 1Y | +71.1% | +75.7% | -4.5% | +60.2% |
| 3Y | +252.1% | +200.8% | +51.3% | +213.0% |
| 5Y | +157.7% | +155.8% | +1.9% | +128.1% |
| 10Y | +319.4% | +266.4% | +53.0% | +276.4% |
| All | +319.4% | +262.1% | +57.3% | +276.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling