+155.1%
NEM vs SCCO
+303.5%
-148.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -1.0% | -2.7% | +1.7% | 0.0% |
| 30D | +7.8% | -0.7% | +8.6% | +7.9% |
| 3M | +30.2% | +8.1% | +22.1% | +25.0% |
| 6M | +9.6% | +4.1% | +5.5% | +6.5% |
| YTD | +27.8% | +41.1% | -13.3% | +8.4% |
| 1Y | +60.7% | +95.6% | -34.9% | +19.0% |
| 3Y | +245.3% | +179.3% | +66.0% | +113.0% |
| All | +155.1% | +303.5% | -148.4% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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