+302.7%
NEM vs SITM
+4,437.5%
-4,134.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +3.1% | +3.7% | -0.7% | +2.7% |
| 30D | +10.0% | -14.5% | +24.5% | +11.1% |
| 3M | +30.9% | -10.6% | +41.4% | +30.9% |
| 6M | +10.5% | +65.5% | -55.0% | +5.4% |
| YTD | +29.7% | +67.0% | -37.3% | +23.1% |
| 1Y | +71.1% | +138.6% | -67.5% | +57.7% |
| 3Y | +252.1% | +421.8% | -169.7% | +198.7% |
| 5Y | +157.7% | +172.4% | -14.7% | +115.7% |
| All | +302.7% | +4,437.5% | -4,134.7% | +185.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling