+344.1%
NEM vs SAN
+270.1%
+74.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | -6.4% | +4.0% | -10.4% | -7.0% |
| 30D | +1.4% | -7.8% | +9.2% | +2.7% |
| 3M | -0.7% | -16.4% | +15.7% | +2.1% |
| 6M | -4.5% | +3.5% | -8.0% | -4.8% |
| YTD | +14.0% | +6.7% | +7.4% | +13.0% |
| 1Y | +27.3% | +14.5% | +12.8% | +25.0% |
| 3Y | +250.5% | +243.5% | +7.0% | +205.0% |
| 5Y | +121.1% | +296.2% | -175.1% | +86.9% |
| All | +344.1% | +270.1% | +74.0% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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