+862.0%
NEM vs SBAC
+2,173.2%
-1,311.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.8% |
| 7D | -5.9% | -3.4% | -2.5% | -5.7% |
| 30D | -2.6% | +2.6% | -5.2% | -2.7% |
| 3M | -4.2% | +2.6% | -6.8% | -4.4% |
| 6M | -5.5% | -11.5% | +6.1% | -4.9% |
| YTD | +13.5% | -1.6% | +15.2% | +13.3% |
| 1Y | +22.2% | -5.1% | +27.3% | +22.2% |
| 3Y | +249.0% | -9.3% | +258.3% | +249.6% |
| 5Y | +120.1% | -41.0% | +161.1% | +125.2% |
| 10Y | +356.3% | +108.0% | +248.2% | +340.6% |
| All | +862.0% | +2,173.2% | -1,311.1% | +697.6% |
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