+153.4%
NEM vs SE
-67.4%
+220.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.7% |
| 3M | +28.7% | +34.1% | -5.5% | +25.7% |
| 6M | +9.8% | +23.2% | -13.4% | +7.8% |
| YTD | +28.1% | -11.2% | +39.3% | +28.3% |
| 1Y | +69.3% | -40.5% | +109.9% | +73.1% |
| 3Y | +247.7% | +196.3% | +51.4% | +227.0% |
| 5Y | +153.4% | -67.0% | +220.4% | +138.9% |
| All | +153.4% | -67.4% | +220.8% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling