+154.0%
NEM vs SITM
+176.0%
-22.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -3.3% | +4.8% | -8.1% | -3.7% |
| 30D | +7.8% | -9.7% | +17.6% | +8.5% |
| 3M | +36.3% | -9.3% | +45.6% | +36.1% |
| 6M | +6.6% | +69.5% | -63.0% | +1.3% |
| YTD | +27.1% | +70.5% | -43.4% | +20.4% |
| 1Y | +62.3% | +145.3% | -82.9% | +49.1% |
| 3Y | +245.1% | +432.8% | -187.7% | +192.1% |
| 5Y | +154.0% | +174.0% | -20.0% | +108.8% |
| All | +154.0% | +176.0% | -22.0% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling