+120.2%
NEM vs SFM
+116.0%
+4.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -6.4% | +6.0% | -12.5% | -6.9% |
| 30D | +1.4% | -19.5% | +20.9% | +2.9% |
| 3M | -0.7% | -37.0% | +36.3% | +2.8% |
| 6M | -4.5% | -41.0% | +36.5% | -0.8% |
| YTD | +14.0% | -34.6% | +48.7% | +16.6% |
| 1Y | +27.3% | -36.3% | +63.5% | +30.5% |
| 3Y | +250.5% | +24.5% | +226.0% | +227.9% |
| All | +120.2% | +116.0% | +4.2% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling