+144.5%
NEM vs S
-69.1%
+213.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | +13.4% | -13.4% | +26.9% | +14.1% |
| 30D | +6.5% | -14.0% | +20.5% | +7.1% |
| 3M | +14.9% | +4.9% | +10.1% | +14.3% |
| 6M | +5.5% | +42.0% | -36.5% | +3.2% |
| YTD | +21.9% | +45.1% | -23.3% | +18.8% |
| 1Y | +47.9% | +33.1% | +14.8% | +44.7% |
| 3Y | +238.2% | +40.6% | +197.5% | +226.4% |
| All | +144.5% | -69.1% | +213.6% | +132.5% |
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