+247.7%
NEM vs SE
+194.4%
+53.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | +3.9% | +0.6% | +3.2% | +3.8% |
| 30D | +12.7% | -0.1% | +12.8% | +12.6% |
| 3M | +28.7% | +34.1% | -5.5% | +23.3% |
| 6M | +9.8% | +23.2% | -13.4% | +6.0% |
| YTD | +28.1% | -11.2% | +39.3% | +28.1% |
| 1Y | +69.3% | -40.5% | +109.9% | +75.0% |
| 3Y | +247.7% | +196.3% | +51.4% | +224.3% |
| All | +247.7% | +194.4% | +53.3% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling