+120.2%
NEM vs SLB
+76.5%
+43.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.1% |
| 7D | -6.4% | +3.5% | -9.9% | -7.1% |
| 30D | +1.4% | +6.5% | -5.1% | -0.1% |
| 3M | -0.7% | -0.2% | -0.5% | -1.0% |
| 6M | -4.5% | -5.7% | +1.3% | -3.8% |
| YTD | +14.0% | +36.8% | -22.8% | +6.2% |
| 1Y | +27.3% | +45.8% | -18.5% | +17.0% |
| 3Y | +250.5% | +3.4% | +247.1% | +238.7% |
| All | +120.2% | +76.5% | +43.6% | +95.7% |
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