+9,423.5%
STX vs NEM
+592.4%
+8,831.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.1% |
| 7D | -17.3% | +11.6% | -28.9% | -19.2% |
| 30D | -35.9% | +1.8% | -37.7% | -36.3% |
| 3M | -37.3% | +2.5% | -39.8% | -38.0% |
| 6M | -35.8% | +3.4% | -39.2% | -36.7% |
| YTD | +82.7% | +20.9% | +61.8% | +75.2% |
| 1Y | +71.6% | +37.2% | +34.4% | +60.9% |
| 3Y | +635.3% | +271.6% | +363.6% | +473.0% |
| 5Y | +483.8% | +136.6% | +347.1% | +380.4% |
| 10Y | +1,967.8% | +342.6% | +1,625.1% | +1,377.9% |
| All | +9,423.5% | +592.4% | +8,831.1% | +6,619.8% |
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