+123.8%
STX vs NEM
+50.9%
+72.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.9% | -18.0% | -12.3% |
| 7D | -20.2% | +3.7% | -23.9% | -21.7% |
| 30D | -37.2% | +2.0% | -39.2% | -38.0% |
| 3M | -34.1% | +21.1% | -55.2% | -42.1% |
| 6M | -24.5% | +9.5% | -34.0% | -30.1% |
| YTD | +102.9% | +19.1% | +83.9% | +69.0% |
| 1Y | +123.8% | +51.1% | +72.7% | +46.6% |
| All | +123.8% | +50.9% | +72.9% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling