+247.7%
NEM vs SBAC
-9.5%
+257.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.9% | -0.1% | +3.9% | +3.9% |
| 30D | +12.7% | +3.2% | +9.5% | +11.8% |
| 3M | +28.7% | -5.1% | +33.7% | +29.9% |
| 6M | +9.8% | -2.1% | +11.9% | +9.7% |
| YTD | +28.1% | -0.5% | +28.6% | +26.8% |
| 1Y | +69.3% | +1.1% | +68.2% | +66.4% |
| 3Y | +247.7% | -7.4% | +255.1% | +259.2% |
| All | +247.7% | -9.5% | +257.2% | +259.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling