+153.4%
NEM vs SAP
+56.2%
+97.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | +12.7% | +2.6% | +10.1% | +12.1% |
| 3M | +28.7% | +16.3% | +12.4% | +24.5% |
| 6M | +9.8% | +6.4% | +3.4% | +8.1% |
| YTD | +28.1% | -11.4% | +39.5% | +31.5% |
| 1Y | +69.3% | -20.4% | +89.8% | +78.5% |
| 3Y | +247.7% | +56.5% | +191.2% | +196.2% |
| 5Y | +153.4% | +56.8% | +96.6% | +90.1% |
| All | +153.4% | +56.2% | +97.1% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling