+111.9%
NEM vs SMR
+7.6%
+104.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.6% |
| 7D | +3.1% | +13.1% | -10.0% | +1.8% |
| 30D | +10.0% | +17.8% | -7.8% | +8.1% |
| 3M | +30.9% | +8.1% | +22.8% | +29.1% |
| 6M | +10.5% | -11.1% | +21.6% | +10.1% |
| YTD | +29.7% | -23.7% | +53.4% | +30.5% |
| 1Y | +71.1% | -69.4% | +140.5% | +81.8% |
| 3Y | +252.1% | +82.6% | +169.5% | +184.2% |
| All | +111.9% | +7.6% | +104.4% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 5y: compounded portfolio wealth divided by compounded SMR 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…
5y analysis · Full analysis span regression · 6 months rolling