+581.8%
NEM vs STZ
+9,621.1%
-9,039.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.3% | -1.9% | +2.2% | +0.5% |
| 30D | +23.1% | -1.9% | +25.0% | +23.3% |
| 3M | +18.5% | -6.2% | +24.7% | +19.1% |
| 6M | +7.8% | -14.0% | +21.8% | +9.3% |
| YTD | +29.1% | -5.1% | +34.2% | +29.3% |
| 1Y | +72.7% | -9.6% | +82.2% | +73.6% |
| 3Y | +248.7% | -47.2% | +296.0% | +270.3% |
| 5Y | +148.7% | -33.6% | +182.3% | +157.1% |
| 10Y | +304.8% | -9.8% | +314.5% | +298.4% |
| All | +581.8% | +9,621.1% | -9,039.3% | +364.7% |
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