+476.9%
NEM vs STT
+7,372.9%
-6,896.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | +23.1% | +3.9% | +19.2% | +22.7% |
| 3M | +18.5% | +20.0% | -1.5% | +16.9% |
| 6M | +7.8% | +55.3% | -47.5% | +4.4% |
| YTD | +29.1% | +53.3% | -24.2% | +25.2% |
| 1Y | +72.7% | +74.7% | -2.0% | +65.9% |
| 3Y | +248.7% | +205.8% | +42.9% | +222.5% |
| 5Y | +148.7% | +145.0% | +3.7% | +131.2% |
| 10Y | +304.8% | +266.0% | +38.8% | +261.6% |
| All | +476.9% | +7,372.9% | -6,896.0% | +481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling