+72.7%
NEM vs SAP
-19.8%
+92.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +23.1% | +9.0% | +14.1% | +21.9% |
| 3M | +18.5% | +14.9% | +3.5% | +18.3% |
| 6M | +7.8% | +11.9% | -4.1% | +8.3% |
| YTD | +29.1% | -9.9% | +39.0% | +35.7% |
| 1Y | +72.7% | -19.5% | +92.2% | +82.4% |
| All | +72.7% | -19.8% | +92.5% | +82.4% |
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