+250.5%
NEM vs SBAC
-6.5%
+257.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.1% |
| 7D | -6.4% | +0.6% | -7.1% | -6.6% |
| 30D | +1.4% | +5.5% | -4.1% | 0.0% |
| 3M | -0.7% | +3.1% | -3.8% | -1.6% |
| 6M | -4.5% | -7.0% | +2.5% | -3.2% |
| YTD | +14.0% | +0.5% | +13.5% | +12.6% |
| 1Y | +27.3% | +0.2% | +27.1% | +25.7% |
| 3Y | +250.5% | -7.4% | +257.9% | +258.4% |
| All | +250.5% | -6.5% | +257.0% | +258.4% |
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