+296.8%
NEM vs SITM
+4,789.7%
-4,492.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.1% |
| 7D | -1.0% | +3.9% | -4.9% | -1.3% |
| 30D | +7.8% | -6.6% | +14.4% | +8.2% |
| 3M | +30.2% | -11.9% | +42.1% | +30.4% |
| 6M | +9.6% | +81.1% | -71.5% | +3.8% |
| YTD | +27.8% | +80.0% | -52.2% | +20.6% |
| 1Y | +60.7% | +145.8% | -85.1% | +47.7% |
| 3Y | +245.3% | +475.9% | -230.6% | +190.9% |
| 5Y | +155.3% | +189.2% | -33.9% | +112.7% |
| All | +296.8% | +4,789.7% | -4,492.9% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling