+102.4%
STX vs NEM
+22.5%
+79.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +14.6% | -6.4% | +21.0% | +17.6% |
| 30D | -26.0% | +1.4% | -27.4% | -26.9% |
| 3M | -42.6% | -0.7% | -41.9% | -43.5% |
| 6M | -35.3% | -4.5% | -30.8% | -36.2% |
| YTD | +92.5% | +14.0% | +78.4% | +66.6% |
| 1Y | +102.4% | +27.3% | +75.1% | +61.3% |
| All | +102.4% | +22.5% | +79.9% | +61.3% |
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