+153.4%
NEM vs S
-72.3%
+225.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +3.9% | -5.8% | +9.7% | +4.1% |
| 30D | +12.7% | -9.2% | +21.9% | +13.1% |
| 3M | +28.7% | +23.4% | +5.3% | +27.0% |
| 6M | +9.8% | +36.9% | -27.2% | +7.6% |
| YTD | +28.1% | +29.5% | -1.4% | +25.8% |
| 1Y | +69.3% | +5.4% | +63.9% | +67.8% |
| 3Y | +247.7% | +14.7% | +233.0% | +239.5% |
| 5Y | +153.4% | -71.5% | +224.9% | +139.6% |
| All | +153.4% | -72.3% | +225.7% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling