+51.1%
NEM vs SAP
-5.6%
+56.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.7% | +9.2% |
| 7D | +3.7% | +1.3% | +2.4% | +3.4% |
| 30D | +2.0% | +15.5% | -13.6% | -0.2% |
| 3M | +21.1% | +22.8% | -1.7% | +17.8% |
| 6M | +9.5% | +42.5% | -33.0% | +5.1% |
| YTD | +19.1% | +0.5% | +18.5% | +27.6% |
| 1Y | +51.1% | -5.9% | +57.0% | +74.7% |
| All | +51.1% | -5.6% | +56.7% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling