+332.4%
NEM vs SLB
-15.8%
+348.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +14.7% | -3.7% | +18.4% | +15.3% |
| 30D | +6.2% | +2.9% | +3.3% | +5.7% |
| 3M | +11.0% | +0.2% | +10.8% | +10.8% |
| 6M | +7.9% | -4.4% | +12.3% | +8.2% |
| YTD | +26.2% | +33.4% | -7.3% | +21.1% |
| 1Y | +51.5% | +40.8% | +10.7% | +44.3% |
| 3Y | +290.6% | +3.2% | +287.4% | +282.6% |
| 5Y | +153.1% | +64.8% | +88.3% | +134.2% |
| 10Y | +332.4% | -16.6% | +349.0% | +331.8% |
| All | +332.4% | -15.8% | +348.2% | +331.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling