+247.7%
NEM vs SAN
+356.8%
-109.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +3.9% | +3.3% | +0.5% | +2.5% |
| 30D | +12.7% | +1.1% | +11.6% | +12.2% |
| 3M | +28.7% | +22.2% | +6.5% | +18.9% |
| 6M | +9.8% | +36.0% | -26.2% | -2.2% |
| YTD | +28.1% | +28.2% | -0.1% | +15.3% |
| 1Y | +69.3% | +54.1% | +15.2% | +43.7% |
| 3Y | +247.7% | +354.2% | -106.6% | +110.6% |
| All | +247.7% | +356.8% | -109.1% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling