+319.4%
NEM vs SAP
+175.9%
+143.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +3.1% | -0.3% | +3.3% | +3.1% |
| 30D | +10.0% | +0.3% | +9.7% | +9.9% |
| 3M | +30.9% | +16.9% | +14.0% | +26.2% |
| 6M | +10.5% | +6.3% | +4.2% | +8.4% |
| YTD | +29.7% | -12.4% | +42.1% | +32.5% |
| 1Y | +71.1% | -21.6% | +92.7% | +79.2% |
| 3Y | +252.1% | +54.8% | +197.3% | +208.8% |
| 5Y | +157.7% | +56.2% | +101.6% | +119.8% |
| 10Y | +319.4% | +179.0% | +140.3% | +171.9% |
| All | +319.4% | +175.9% | +143.5% | +171.9% |
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