+267.0%
NEM vs SM
-8.5%
+275.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -1.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +1.1% | -17.3% | +18.5% | +1.1% |
| 3M | +1.3% | -3.6% | +4.9% | +0.9% |
| 6M | -1.4% | +2.9% | -4.3% | -2.2% |
| YTD | +19.4% | +70.2% | -50.8% | +11.4% |
| 1Y | +32.9% | +66.5% | -33.6% | +24.2% |
| All | +267.0% | -8.5% | +275.6% | +242.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling