+247.7%
NEM vs SAP
+56.7%
+191.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | +12.7% | +2.6% | +10.1% | +12.3% |
| 3M | +28.7% | +16.3% | +12.4% | +26.1% |
| 6M | +9.8% | +6.4% | +3.4% | +9.2% |
| YTD | +28.1% | -11.4% | +39.5% | +31.7% |
| 1Y | +69.3% | -20.4% | +89.8% | +77.4% |
| 3Y | +247.7% | +56.5% | +191.2% | +222.8% |
| All | +247.7% | +56.7% | +191.0% | +222.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling