+547.5%
NEM vs SM
+1,608.3%
-1,060.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | +26.3% | -3.2% | +20.2% |
| 3M | +18.5% | +8.7% | +9.8% | +17.0% |
| 6M | +7.8% | +51.7% | -43.9% | +2.0% |
| YTD | +29.1% | +99.0% | -69.9% | +18.7% |
| 1Y | +72.7% | +34.6% | +38.1% | +64.7% |
| 3Y | +248.7% | -7.8% | +256.5% | +238.9% |
| 5Y | +148.7% | +104.8% | +43.9% | +115.1% |
| 10Y | +304.8% | +7.2% | +297.5% | +196.8% |
| All | +547.5% | +1,608.3% | -1,060.8% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling