+71.1%
NEM vs SN
+47.1%
+24.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +2.2% |
| 7D | +3.1% | -3.4% | +6.4% | +4.0% |
| 30D | +10.0% | -9.1% | +19.1% | +12.7% |
| 3M | +30.9% | +31.8% | -0.9% | +20.7% |
| 6M | +10.5% | +52.0% | -41.5% | -2.8% |
| YTD | +29.7% | +51.3% | -21.6% | +13.0% |
| 1Y | +71.1% | +46.9% | +24.3% | +36.9% |
| All | +71.1% | +47.1% | +24.0% | +36.9% |
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 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