+182.2%
NEM vs SN
+671.3%
-489.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | 0.0% |
| 7D | -6.4% | +1.5% | -8.0% | -6.6% |
| 30D | +1.4% | +21.5% | -20.1% | -1.6% |
| 3M | -0.7% | +20.0% | -20.8% | -3.6% |
| 6M | -4.5% | +119.9% | -124.4% | -15.7% |
| YTD | +14.0% | +102.3% | -88.3% | +1.5% |
| 1Y | +27.3% | +148.0% | -120.7% | +10.4% |
| 3Y | +250.5% | +450.0% | -199.5% | +170.1% |
| All | +182.2% | +671.3% | -489.1% | +116.9% |
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