+331.0%
NEM vs SE
+589.8%
-258.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.3% | -6.1% | +6.4% | +0.7% |
| 30D | +23.1% | -2.5% | +25.5% | +23.2% |
| 3M | +18.5% | +21.7% | -3.2% | +16.8% |
| 6M | +7.8% | +27.0% | -19.2% | +5.8% |
| YTD | +29.1% | -12.1% | +41.2% | +29.5% |
| 1Y | +72.7% | -40.9% | +113.6% | +76.9% |
| 3Y | +248.7% | +191.0% | +57.7% | +225.0% |
| 5Y | +148.7% | -68.3% | +217.0% | +151.2% |
| All | +331.0% | +589.8% | -258.8% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling