+62.3%
NEM vs SLB
+60.6%
+1.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | -3.3% | -2.4% | -0.9% | -2.6% |
| 30D | +7.8% | +4.9% | +3.0% | +6.2% |
| 3M | +36.3% | +1.4% | +34.8% | +35.7% |
| 6M | +6.6% | +17.6% | -11.1% | +1.5% |
| YTD | +27.1% | +48.3% | -21.2% | +14.7% |
| 1Y | +62.3% | +58.7% | +3.7% | +37.9% |
| All | +62.3% | +60.6% | +1.7% | +37.9% |
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