+109.3%
NEM vs SMR
+11.2%
+98.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +15.3% | -16.0% | -2.2% |
| 7D | +3.9% | +21.4% | -17.5% | +1.9% |
| 30D | +12.7% | +13.8% | -1.1% | +11.1% |
| 3M | +28.7% | +3.9% | +24.8% | +27.3% |
| 6M | +9.8% | -4.2% | +14.0% | +8.7% |
| YTD | +28.1% | -21.1% | +49.2% | +28.5% |
| 1Y | +69.3% | -67.1% | +136.4% | +78.9% |
| 3Y | +247.7% | +88.9% | +158.8% | +179.7% |
| All | +109.3% | +11.2% | +98.0% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling