+37.2%
NEM vs SN
+140.3%
-103.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.8% | -3.8% |
| 7D | +11.6% | +7.6% | +4.1% | +9.4% |
| 30D | +1.8% | +22.4% | -20.6% | -3.8% |
| 3M | +2.5% | +21.7% | -19.1% | -3.0% |
| 6M | +3.4% | +102.8% | -99.4% | -18.2% |
| YTD | +20.9% | +102.4% | -81.5% | -7.5% |
| 1Y | +37.2% | +139.0% | -101.8% | -1.2% |
| All | +37.2% | +140.3% | -103.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling