+135.3%
NEM vs S
-57.7%
+193.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +3.1% | -1.2% | +4.3% | +3.1% |
| 30D | +10.0% | -12.6% | +22.5% | +10.5% |
| 3M | +30.9% | +27.6% | +3.3% | +29.1% |
| 6M | +10.5% | +35.5% | -24.9% | +8.5% |
| YTD | +29.7% | +29.6% | +0.1% | +27.5% |
| 1Y | +71.1% | +8.1% | +63.0% | +69.5% |
| 3Y | +252.1% | +14.8% | +237.3% | +244.5% |
| 5Y | +157.7% | -70.6% | +228.3% | +147.2% |
| All | +135.3% | -57.7% | +193.0% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling