+247.7%
NEM vs SM
-2.8%
+250.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.9% |
| 7D | +3.9% | -0.2% | +4.0% | +3.9% |
| 30D | +12.7% | +31.5% | -18.8% | +11.8% |
| 3M | +28.7% | +17.3% | +11.3% | +27.9% |
| 6M | +9.8% | +48.5% | -38.7% | +6.5% |
| YTD | +28.1% | +106.3% | -78.2% | +19.6% |
| 1Y | +69.3% | +47.3% | +22.1% | +63.2% |
| 3Y | +247.7% | -1.4% | +249.1% | +232.7% |
| All | +247.7% | -2.8% | +250.4% | +232.7% |
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