+154.6%
NEM vs SLB
+132.5%
+22.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +23.1% | +15.8% | +7.3% | +19.3% |
| 3M | +18.5% | -0.3% | +18.8% | +18.2% |
| 6M | +7.8% | +21.3% | -13.6% | +3.1% |
| YTD | +29.1% | +52.3% | -23.2% | +18.3% |
| 1Y | +72.7% | +63.6% | +9.1% | +55.7% |
| 3Y | +248.7% | +3.8% | +245.0% | +235.4% |
| All | +154.6% | +132.5% | +22.1% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling