+342.6%
NEM vs SAP
+222.2%
+120.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -3.8% |
| 7D | +11.6% | +1.5% | +10.1% | +11.3% |
| 30D | +1.8% | +8.8% | -7.0% | 0.0% |
| 3M | +2.5% | +12.1% | -9.6% | 0.0% |
| 6M | +3.4% | +34.6% | -31.1% | -3.6% |
| YTD | +20.9% | -2.1% | +23.0% | +20.5% |
| 1Y | +37.2% | -5.5% | +42.7% | +37.9% |
| 3Y | +271.6% | +67.4% | +204.2% | +221.6% |
| 5Y | +136.6% | +74.6% | +62.1% | +97.6% |
| 10Y | +342.6% | +224.0% | +118.6% | +170.8% |
| All | +342.6% | +222.2% | +120.4% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling