+246.1%
NEM vs SGI
+58.1%
+188.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +3.9% | +9.3% | -5.4% | +1.4% |
| 30D | +12.7% | +6.9% | +5.8% | +10.7% |
| 3M | +28.7% | +2.8% | +25.8% | +27.2% |
| 6M | +9.8% | -12.6% | +22.4% | +12.6% |
| YTD | +28.1% | -21.5% | +49.6% | +34.7% |
| 1Y | +69.3% | -18.8% | +88.1% | +76.7% |
| All | +246.1% | +58.1% | +188.0% | +198.8% |
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