+300.2%
NEM vs SFM
+268.6%
+31.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -3.3% | -8.8% | +5.5% | -2.6% |
| 30D | +7.8% | -14.5% | +22.3% | +9.2% |
| 3M | +36.3% | -16.8% | +53.1% | +38.1% |
| 6M | +6.6% | -5.3% | +11.9% | +6.3% |
| YTD | +27.1% | -9.4% | +36.5% | +27.1% |
| 1Y | +62.3% | -46.2% | +108.5% | +70.4% |
| 3Y | +245.1% | +81.3% | +163.8% | +220.6% |
| 5Y | +154.0% | +211.9% | -57.9% | +122.1% |
| All | +300.2% | +268.6% | +31.6% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling