+238.2%
NEM vs SLB
-6.1%
+244.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +13.4% | -7.1% | +20.5% | +15.5% |
| 30D | +6.5% | +4.1% | +2.4% | +5.0% |
| 3M | +14.9% | -2.6% | +17.6% | +15.2% |
| 6M | +5.5% | -8.6% | +14.1% | +7.5% |
| YTD | +21.9% | +32.2% | -10.3% | +11.9% |
| 1Y | +47.9% | +40.7% | +7.2% | +33.3% |
| 3Y | +238.2% | -4.5% | +242.7% | +252.3% |
| All | +238.2% | -6.1% | +244.3% | +252.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling