+153.4%
NEM vs SAN
+381.9%
-228.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.9% | +3.3% | +0.5% | +3.0% |
| 30D | +12.7% | +1.1% | +11.6% | +12.4% |
| 3M | +28.7% | +22.2% | +6.5% | +22.3% |
| 6M | +9.8% | +36.0% | -26.2% | +1.9% |
| YTD | +28.1% | +28.2% | -0.1% | +19.9% |
| 1Y | +69.3% | +54.1% | +15.2% | +52.9% |
| 3Y | +247.7% | +354.2% | -106.6% | +160.3% |
| 5Y | +153.4% | +387.3% | -233.9% | +74.0% |
| All | +153.4% | +381.9% | -228.6% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling