+249.0%
NEM vs SGI
+66.8%
+182.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -4.0% |
| 7D | -5.9% | -10.7% | +4.8% | -2.8% |
| 30D | -2.6% | -3.6% | +1.0% | -1.6% |
| 3M | -4.2% | -5.4% | +1.2% | -2.8% |
| 6M | -5.5% | -7.0% | +1.6% | -3.9% |
| YTD | +13.5% | -31.6% | +45.2% | +24.1% |
| 1Y | +22.2% | -33.5% | +55.7% | +34.3% |
| All | +249.0% | +66.8% | +182.1% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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