+71.1%
NEM vs SE
-42.8%
+113.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.3% |
| 7D | +3.1% | -3.6% | +6.7% | +3.9% |
| 30D | +10.0% | -5.3% | +15.3% | +11.1% |
| 3M | +30.9% | +28.1% | +2.8% | +22.2% |
| 6M | +10.5% | +20.7% | -10.1% | +4.1% |
| YTD | +29.7% | -14.8% | +44.5% | +34.2% |
| 1Y | +71.1% | -43.6% | +114.7% | +87.4% |
| All | +71.1% | -42.8% | +113.9% | +87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling