+134.1%
NEM vs S
-56.8%
+190.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +0.3% | -7.7% | +8.0% | +0.6% |
| 30D | +23.1% | -5.3% | +28.4% | +23.2% |
| 3M | +18.5% | +20.3% | -1.8% | +17.2% |
| 6M | +7.8% | +47.4% | -39.6% | +5.4% |
| YTD | +29.1% | +32.5% | -3.4% | +26.8% |
| 1Y | +72.7% | +9.5% | +63.1% | +70.9% |
| 3Y | +248.7% | +15.5% | +233.2% | +241.1% |
| 5Y | +148.7% | -71.2% | +219.9% | +138.3% |
| All | +134.1% | -56.8% | +190.9% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling