+51.1%
NEM vs SBAC
+2.4%
+48.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.8% | +4.1% | +9.1% |
| 7D | +3.7% | +5.8% | -2.1% | +2.9% |
| 30D | +2.0% | +20.8% | -18.8% | -0.2% |
| 3M | +21.1% | +4.8% | +16.4% | +20.1% |
| 6M | +9.5% | -9.1% | +18.6% | +10.2% |
| YTD | +19.1% | +3.1% | +16.0% | +19.4% |
| 1Y | +51.1% | +2.2% | +48.9% | +52.0% |
| All | +51.1% | +2.4% | +48.7% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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