+247.7%
NEM vs STZ
-50.3%
+298.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | 0.0% |
| 7D | +3.9% | -7.4% | +11.2% | +4.9% |
| 30D | +12.7% | -10.9% | +23.6% | +14.4% |
| 3M | +28.7% | -13.4% | +42.1% | +31.0% |
| 6M | +9.8% | -16.2% | +26.0% | +12.2% |
| YTD | +28.1% | -10.4% | +38.6% | +28.2% |
| 1Y | +69.3% | -14.8% | +84.1% | +71.0% |
| 3Y | +247.7% | -50.1% | +297.8% | +277.6% |
| All | +247.7% | -50.3% | +298.0% | +277.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling