+62.3%
NEM vs SAP
-22.5%
+84.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -3.3% | -5.1% | +1.8% | -2.5% |
| 30D | +7.8% | -1.8% | +9.6% | +8.2% |
| 3M | +36.3% | +20.9% | +15.3% | +34.2% |
| 6M | +6.6% | +7.0% | -0.4% | +7.9% |
| YTD | +27.1% | -13.7% | +40.9% | +35.7% |
| 1Y | +62.3% | -19.6% | +81.9% | +78.6% |
| All | +62.3% | -22.5% | +84.8% | +78.6% |
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