+217.0%
NEM vs SN
+496.6%
-279.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +3.9% | +0.1% | +3.7% | +3.8% |
| 30D | +12.7% | -5.6% | +18.3% | +13.7% |
| 3M | +28.7% | +48.1% | -19.4% | +20.7% |
| 6M | +9.8% | +57.6% | -47.9% | +1.8% |
| YTD | +28.1% | +56.5% | -28.4% | +18.7% |
| 1Y | +69.3% | +52.6% | +16.8% | +56.7% |
| 3Y | +247.7% | +412.0% | -164.3% | +177.2% |
| All | +217.0% | +496.6% | -279.7% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling