+16,011.1%
STX vs NEM
+639.3%
+15,371.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.7% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +1.4% | +23.1% | -21.7% | -2.9% |
| 3M | -8.2% | +18.5% | -26.7% | -11.3% |
| 6M | +127.0% | +7.8% | +119.2% | +122.4% |
| YTD | +209.1% | +29.1% | +180.0% | +193.9% |
| 1Y | +365.4% | +72.7% | +292.8% | +320.3% |
| 3Y | +1,135.4% | +248.7% | +886.7% | +874.1% |
| 5Y | +991.5% | +148.7% | +842.8% | +792.5% |
| 10Y | +3,695.8% | +304.8% | +3,391.1% | +2,653.9% |
| All | +16,011.1% | +639.3% | +15,371.8% | +11,173.9% |
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