+352.6%
NEM vs SAP
+2,233.8%
-1,881.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.3% | -2.9% | +3.2% | +0.6% |
| 30D | +23.1% | +9.0% | +14.1% | +22.1% |
| 3M | +18.5% | +14.9% | +3.5% | +16.7% |
| 6M | +7.8% | +11.9% | -4.1% | +6.2% |
| YTD | +29.1% | -9.9% | +39.0% | +29.7% |
| 1Y | +72.7% | -19.5% | +92.2% | +75.3% |
| 3Y | +248.7% | +61.8% | +186.9% | +230.1% |
| 5Y | +148.7% | +56.2% | +92.5% | +134.6% |
| 10Y | +304.8% | +180.6% | +124.2% | +261.1% |
| All | +352.6% | +2,233.8% | -1,881.1% | +282.4% |
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