+994.0%
NEM vs SBAC
+2,208.1%
-1,214.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +23.1% | +6.9% | +16.2% | +22.6% |
| 3M | +18.5% | -8.2% | +26.7% | +19.0% |
| 6M | +7.8% | -1.6% | +9.4% | +7.6% |
| YTD | +29.1% | -0.1% | +29.2% | +28.7% |
| 1Y | +72.7% | -0.5% | +73.1% | +72.2% |
| 3Y | +248.7% | -9.1% | +257.8% | +249.3% |
| 5Y | +148.7% | -43.8% | +192.5% | +155.1% |
| 10Y | +304.8% | +80.5% | +224.2% | +293.1% |
| All | +994.0% | +2,208.1% | -1,214.1% | +806.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling