+483.8%
STX vs NEM
+137.1%
+346.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.1% |
| 7D | -17.3% | +11.6% | -28.9% | -19.7% |
| 30D | -35.9% | +1.8% | -37.7% | -36.4% |
| 3M | -37.3% | +2.5% | -39.8% | -38.2% |
| 6M | -35.8% | +3.4% | -39.2% | -37.2% |
| YTD | +82.7% | +20.9% | +61.8% | +73.1% |
| 1Y | +71.6% | +37.2% | +34.4% | +58.8% |
| 3Y | +635.3% | +271.6% | +363.6% | +476.4% |
| 5Y | +483.8% | +136.6% | +347.1% | +369.5% |
| All | +483.8% | +137.1% | +346.7% | +369.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling