+333.0%
NEM vs SE
+569.0%
-235.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.6% |
| 7D | +3.1% | -3.6% | +6.7% | +3.3% |
| 30D | +10.0% | -5.3% | +15.3% | +10.3% |
| 3M | +30.9% | +28.1% | +2.8% | +28.6% |
| 6M | +10.5% | +20.7% | -10.1% | +8.9% |
| YTD | +29.7% | -14.8% | +44.5% | +30.4% |
| 1Y | +71.1% | -43.6% | +114.7% | +75.8% |
| 3Y | +252.1% | +184.2% | +67.9% | +228.7% |
| 5Y | +157.7% | -66.3% | +224.0% | +159.4% |
| All | +333.0% | +569.0% | -235.9% | +275.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling