+72.7%
NEM vs SLB
+68.3%
+4.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | +23.1% | +15.8% | +7.3% | +17.7% |
| 3M | +18.5% | -0.3% | +18.8% | +19.2% |
| 6M | +7.8% | +21.3% | -13.6% | +1.7% |
| YTD | +29.1% | +52.3% | -23.2% | +15.5% |
| 1Y | +72.7% | +63.6% | +9.1% | +45.9% |
| All | +72.7% | +68.3% | +4.3% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling