+319.4%
NEM vs SM
+16.0%
+303.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | +10.0% | +20.3% | -10.3% | +9.5% |
| 3M | +30.9% | +22.9% | +8.0% | +30.0% |
| 6M | +10.5% | +47.8% | -37.3% | +8.9% |
| YTD | +29.7% | +107.5% | -77.7% | +26.4% |
| 1Y | +71.1% | +51.7% | +19.4% | +68.2% |
| 3Y | +252.1% | -0.9% | +252.9% | +248.4% |
| 5Y | +157.7% | +112.2% | +45.5% | +150.0% |
| 10Y | +319.4% | +20.3% | +299.0% | +303.5% |
| All | +319.4% | +16.0% | +303.4% | +303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling