+319.4%
NEM vs STZ
-13.0%
+332.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +3.1% | -6.0% | +9.1% | +4.1% |
| 30D | +10.0% | -8.9% | +18.9% | +11.6% |
| 3M | +30.9% | -12.6% | +43.4% | +33.5% |
| 6M | +10.5% | -17.2% | +27.7% | +13.6% |
| YTD | +29.7% | -10.0% | +39.8% | +30.8% |
| 1Y | +71.1% | -14.3% | +85.4% | +73.8% |
| 3Y | +252.1% | -49.9% | +302.0% | +291.8% |
| 5Y | +157.7% | -38.2% | +196.0% | +175.9% |
| 10Y | +319.4% | -12.0% | +331.3% | +292.3% |
| All | +319.4% | -13.0% | +332.4% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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