+359.7%
NEM vs SIRI
-17.9%
+377.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +3.9% | +4.3% | -0.4% | +3.8% |
| 30D | +12.7% | -2.8% | +15.6% | +12.8% |
| 3M | +28.7% | +5.9% | +22.7% | +28.5% |
| 6M | +9.8% | +31.9% | -22.2% | +9.2% |
| YTD | +28.1% | +48.7% | -20.6% | +27.2% |
| 1Y | +69.3% | +23.2% | +46.1% | +68.6% |
| 3Y | +247.7% | -23.9% | +271.5% | +247.6% |
| 5Y | +153.4% | -43.4% | +196.8% | +153.8% |
| 10Y | +291.3% | -13.6% | +304.9% | +289.1% |
| All | +359.7% | -17.9% | +377.6% | +318.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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