+300.2%
NEM vs SBAC
+83.0%
+217.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.2% |
| 7D | -3.3% | -5.3% | +2.0% | -1.8% |
| 30D | +7.8% | +0.4% | +7.5% | +7.7% |
| 3M | +36.3% | -11.9% | +48.1% | +40.5% |
| 6M | +6.6% | -4.5% | +11.0% | +6.6% |
| YTD | +27.1% | -4.3% | +31.5% | +26.7% |
| 1Y | +62.3% | -3.9% | +66.2% | +61.4% |
| 3Y | +245.1% | -11.0% | +256.1% | +247.8% |
| 5Y | +154.0% | -44.1% | +198.1% | +187.0% |
| All | +300.2% | +83.0% | +217.1% | +252.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling