+476.9%
NEM vs SLB
+966.6%
-489.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | +23.1% | +15.8% | +7.3% | +18.6% |
| 3M | +18.5% | -0.3% | +18.8% | +18.0% |
| 6M | +7.8% | +21.3% | -13.6% | +2.1% |
| YTD | +29.1% | +52.3% | -23.2% | +15.7% |
| 1Y | +72.7% | +63.6% | +9.1% | +51.8% |
| 3Y | +248.7% | +3.8% | +245.0% | +235.9% |
| 5Y | +148.7% | +128.6% | +20.0% | +89.2% |
| 10Y | +304.8% | -3.1% | +307.8% | +248.1% |
| All | +476.9% | +966.6% | -489.7% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling