+308.0%
NEM vs SCCO
+35,790.2%
-35,482.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +3.1% | +2.4% | +0.6% | +2.1% |
| 30D | +10.0% | +6.4% | +3.6% | +7.6% |
| 3M | +30.9% | +21.6% | +9.3% | +22.5% |
| 6M | +10.5% | +13.4% | -2.9% | +5.8% |
| YTD | +29.7% | +52.6% | -22.9% | +12.5% |
| 1Y | +71.1% | +122.4% | -51.2% | +31.5% |
| 3Y | +252.1% | +208.5% | +43.6% | +139.1% |
| 5Y | +157.7% | +353.9% | -196.2% | +51.5% |
| 10Y | +319.4% | +1,187.3% | -867.9% | +64.2% |
| All | +308.0% | +35,790.2% | -35,482.2% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling