+157.7%
NEM vs SBAC
-44.9%
+202.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +10.0% | +3.9% | +6.1% | +8.8% |
| 3M | +30.9% | -8.2% | +39.1% | +33.5% |
| 6M | +10.5% | -2.8% | +13.3% | +10.2% |
| YTD | +29.7% | -1.5% | +31.3% | +28.3% |
| 1Y | +71.1% | 0.0% | +71.1% | +68.2% |
| 3Y | +252.1% | -8.4% | +260.5% | +252.9% |
| 5Y | +157.7% | -43.5% | +201.3% | +192.1% |
| All | +157.7% | -44.9% | +202.7% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling