+308.3%
NEM vs SFM
+273.2%
+35.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.6% |
| 7D | +3.1% | -7.2% | +10.2% | +3.7% |
| 30D | +10.0% | -14.3% | +24.3% | +11.3% |
| 3M | +30.9% | -13.7% | +44.6% | +32.2% |
| 6M | +10.5% | -6.0% | +16.5% | +10.4% |
| YTD | +29.7% | -8.2% | +38.0% | +29.6% |
| 1Y | +71.1% | -46.2% | +117.4% | +79.7% |
| 3Y | +252.1% | +83.6% | +168.5% | +226.8% |
| 5Y | +157.7% | +212.7% | -55.0% | +125.3% |
| All | +308.3% | +273.2% | +35.1% | +228.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling