+10,249.8%
STX vs NEM
+550.2%
+9,699.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.3% |
| 7D | +16.8% | -5.9% | +22.8% | +18.2% |
| 30D | -27.0% | -2.6% | -24.5% | -26.9% |
| 3M | -37.9% | -4.2% | -33.7% | -37.8% |
| 6M | -32.5% | -5.5% | -27.0% | -32.4% |
| YTD | +98.6% | +13.5% | +85.1% | +92.5% |
| 1Y | +93.6% | +22.2% | +71.4% | +85.3% |
| 3Y | +699.1% | +249.0% | +450.1% | +529.7% |
| 5Y | +481.0% | +120.1% | +360.9% | +384.3% |
| 10Y | +2,082.0% | +356.3% | +1,725.7% | +1,453.9% |
| All | +10,249.8% | +550.2% | +9,699.6% | +7,284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling