+472.6%
NEM vs SFM
+132.6%
+340.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +23.1% | -4.4% | +27.4% | +23.5% |
| 3M | +18.5% | +1.5% | +17.0% | +18.0% |
| 6M | +7.8% | +6.5% | +1.3% | +6.5% |
| YTD | +29.1% | +2.2% | +26.9% | +27.8% |
| 1Y | +72.7% | -41.9% | +114.6% | +80.0% |
| 3Y | +248.7% | +106.8% | +142.0% | +220.6% |
| 5Y | +148.7% | +231.6% | -82.9% | +116.4% |
| 10Y | +304.8% | +258.4% | +46.3% | +239.8% |
| All | +472.6% | +132.6% | +340.0% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling