+106.8%
NEM vs S
-51.7%
+158.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.4% | +2.0% | -8.4% | -6.5% |
| 30D | +1.4% | -2.7% | +4.1% | +1.5% |
| 3M | -0.7% | -6.9% | +6.2% | -0.6% |
| 6M | -4.5% | +38.1% | -42.5% | -6.2% |
| YTD | +14.0% | +48.0% | -34.0% | +11.3% |
| 1Y | +27.3% | +34.5% | -7.2% | +24.8% |
| 3Y | +250.5% | +38.3% | +212.2% | +240.1% |
| 5Y | +121.1% | -70.9% | +192.0% | +111.0% |
| All | +106.8% | -51.7% | +158.5% | +98.0% |
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