+300.2%
NEM vs SAN
+347.0%
-46.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.3% | -2.8% | -0.5% | -2.8% |
| 30D | +7.8% | -0.5% | +8.4% | +7.9% |
| 3M | +36.3% | +22.7% | +13.5% | +32.0% |
| 6M | +6.6% | +28.8% | -22.2% | +2.6% |
| YTD | +27.1% | +26.3% | +0.9% | +22.4% |
| 1Y | +62.3% | +48.8% | +13.5% | +53.1% |
| 3Y | +245.1% | +347.2% | -102.1% | +186.7% |
| 5Y | +154.0% | +383.8% | -229.8% | +105.8% |
| All | +300.2% | +347.0% | -46.8% | +191.3% |
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