+342.1%
NEM vs SM
+18.2%
+324.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.2% | -10.1% | -5.0% |
| 7D | -5.9% | +10.6% | -16.5% | -6.1% |
| 30D | -2.6% | -15.0% | +12.4% | -2.3% |
| 3M | -4.2% | +1.7% | -5.9% | -4.4% |
| 6M | -5.5% | +5.9% | -11.3% | -5.9% |
| YTD | +13.5% | +79.0% | -65.5% | +11.0% |
| 1Y | +22.2% | +84.7% | -62.5% | +19.3% |
| 3Y | +249.0% | -3.5% | +252.4% | +245.4% |
| 5Y | +120.1% | +4.9% | +115.1% | +116.8% |
| All | +342.1% | +18.2% | +324.0% | +309.2% |
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