+324.4%
NEM vs SE
+562.7%
-238.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.3% | -4.8% | +1.5% | -3.0% |
| 30D | +7.8% | -18.1% | +26.0% | +9.3% |
| 3M | +36.3% | +30.6% | +5.6% | +33.6% |
| 6M | +6.6% | +20.8% | -14.2% | +5.0% |
| YTD | +27.1% | -15.6% | +42.7% | +27.9% |
| 1Y | +62.3% | -44.2% | +106.6% | +66.9% |
| 3Y | +245.1% | +181.5% | +63.5% | +222.3% |
| 5Y | +154.0% | -66.9% | +220.9% | +156.0% |
| All | +324.4% | +562.7% | -238.3% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling