+271.6%
NEM vs SAN
+258.0%
+13.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.5% |
| 7D | +11.6% | +10.8% | +0.9% | +6.9% |
| 30D | +1.8% | -5.7% | +7.5% | +4.1% |
| 3M | +2.5% | -13.4% | +16.0% | +8.5% |
| 6M | +3.4% | +3.5% | -0.1% | +1.9% |
| YTD | +20.9% | +9.7% | +11.2% | +15.4% |
| 1Y | +37.2% | +20.9% | +16.3% | +26.6% |
| 3Y | +271.6% | +254.3% | +17.3% | +129.7% |
| All | +271.6% | +258.0% | +13.6% | +129.7% |
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