+298.0%
NEM vs SAP
+2,439.3%
-2,141.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.9% | -3.9% | -2.0% | -5.5% |
| 30D | -2.6% | +6.5% | -9.1% | -3.1% |
| 3M | -4.2% | +14.7% | -18.9% | -5.5% |
| 6M | -5.5% | +39.9% | -45.4% | -8.8% |
| YTD | +13.5% | -2.0% | +15.5% | +13.1% |
| 1Y | +22.2% | -6.0% | +28.2% | +22.2% |
| 3Y | +249.0% | +67.7% | +181.3% | +229.1% |
| 5Y | +120.1% | +78.8% | +41.3% | +105.1% |
| 10Y | +356.3% | +229.3% | +127.0% | +301.3% |
| All | +298.0% | +2,439.3% | -2,141.3% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling