+86.3%
NEM vs SMR
-53.6%
+139.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.8% |
| 7D | -6.4% | -8.3% | +1.8% | -5.7% |
| 30D | +1.4% | -20.1% | +21.5% | +3.2% |
| 3M | -0.7% | -52.7% | +52.0% | +5.5% |
| 6M | -4.5% | -61.0% | +56.6% | +2.7% |
| YTD | +14.0% | -67.1% | +81.2% | +23.2% |
| 1Y | +27.3% | -79.9% | +107.2% | +42.0% |
| 3Y | +250.5% | +101.7% | +148.8% | +180.8% |
| All | +86.3% | -53.6% | +139.9% | +75.5% |
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