+1,383.2%
STX vs NEM
+249.7%
+1,133.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.7% |
| 7D | +10.7% | +3.9% | +6.9% | +9.4% |
| 30D | +11.3% | +12.7% | -1.5% | +6.8% |
| 3M | +3.2% | +28.7% | -25.4% | -5.2% |
| 6M | +157.0% | +9.8% | +147.2% | +145.5% |
| YTD | +229.2% | +28.1% | +201.1% | +204.9% |
| 1Y | +381.8% | +69.3% | +312.5% | +322.4% |
| 3Y | +1,383.2% | +247.7% | +1,135.5% | +1,065.3% |
| All | +1,383.2% | +249.7% | +1,133.4% | +1,065.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling