+530.6%
NEM vs STZ
+10,917.0%
-10,386.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +1.1% | +14.9% | -13.8% | -0.4% |
| 3M | +1.3% | +8.4% | -7.1% | +0.3% |
| 6M | -1.4% | +2.8% | -4.2% | -2.0% |
| YTD | +19.4% | +7.5% | +11.9% | +17.8% |
| 1Y | +32.9% | +12.5% | +20.4% | +30.5% |
| 3Y | +267.0% | -35.4% | +302.4% | +280.9% |
| 5Y | +131.0% | -29.3% | +160.3% | +136.9% |
| 10Y | +379.9% | +11.8% | +368.1% | +361.9% |
| All | +530.6% | +10,917.0% | -10,386.4% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling