+247.7%
NEM vs SFM
+96.9%
+150.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.4% |
| 7D | +3.9% | -5.8% | +9.7% | +4.2% |
| 30D | +12.7% | -11.4% | +24.1% | +13.5% |
| 3M | +28.7% | -12.2% | +40.8% | +29.5% |
| 6M | +9.8% | -5.2% | +14.9% | +9.4% |
| YTD | +28.1% | -4.5% | +32.6% | +27.4% |
| 1Y | +69.3% | -45.4% | +114.7% | +82.5% |
| 3Y | +247.7% | +91.1% | +156.6% | +212.7% |
| All | +247.7% | +96.9% | +150.8% | +212.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling