+342.6%
NEM vs STT
+198.3%
+144.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.2% |
| 7D | +11.6% | +1.1% | +10.5% | +11.5% |
| 30D | +1.8% | -1.9% | +3.7% | +2.1% |
| 3M | +2.5% | -7.6% | +10.1% | +3.5% |
| 6M | +3.4% | +16.0% | -12.6% | +1.6% |
| YTD | +20.9% | +36.2% | -15.3% | +16.6% |
| 1Y | +37.2% | +46.8% | -9.6% | +31.2% |
| 3Y | +271.6% | +177.8% | +93.8% | +234.2% |
| 5Y | +136.6% | +105.8% | +30.8% | +113.6% |
| 10Y | +342.6% | +197.6% | +145.1% | +329.1% |
| All | +342.6% | +198.3% | +144.3% | +329.1% |
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