+476.9%
NEM vs SAN
+2,116.5%
-1,639.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | +23.1% | +2.0% | +21.1% | +22.7% |
| 3M | +18.5% | +19.7% | -1.2% | +15.6% |
| 6M | +7.8% | +30.6% | -22.9% | +3.9% |
| YTD | +29.1% | +28.8% | +0.3% | +24.5% |
| 1Y | +72.7% | +57.8% | +14.9% | +62.2% |
| 3Y | +248.7% | +338.1% | -89.4% | +184.9% |
| 5Y | +148.7% | +384.2% | -235.5% | +97.3% |
| 10Y | +304.8% | +353.1% | -48.4% | +210.2% |
| All | +476.9% | +2,116.5% | -1,639.5% | +317.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling