+153.4%
NEM vs STZ
-36.5%
+189.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.2% |
| 7D | +3.9% | -7.4% | +11.2% | +5.2% |
| 30D | +12.7% | -10.9% | +23.6% | +14.9% |
| 3M | +28.7% | -13.4% | +42.1% | +31.6% |
| 6M | +9.8% | -16.2% | +26.0% | +12.8% |
| YTD | +28.1% | -10.4% | +38.6% | +28.8% |
| 1Y | +69.3% | -14.8% | +84.1% | +71.9% |
| 3Y | +247.7% | -50.1% | +297.8% | +300.0% |
| 5Y | +153.4% | -38.8% | +192.2% | +183.5% |
| All | +153.4% | -36.5% | +189.9% | +183.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling