+221.0%
NEM vs SN
+476.8%
-255.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.8% |
| 7D | +3.1% | -3.4% | +6.4% | +3.6% |
| 30D | +10.0% | -9.1% | +19.1% | +11.6% |
| 3M | +30.9% | +31.8% | -0.9% | +25.1% |
| 6M | +10.5% | +52.0% | -41.5% | +3.1% |
| YTD | +29.7% | +51.3% | -21.6% | +20.9% |
| 1Y | +71.1% | +46.9% | +24.3% | +59.3% |
| 3Y | +252.1% | +394.9% | -142.8% | +182.2% |
| All | +221.0% | +476.8% | -255.8% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling