+219.5%
NEM vs SN
+490.7%
-271.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | +0.3% | -9.3% | +9.6% | +1.8% |
| 30D | +23.1% | -4.8% | +27.9% | +24.0% |
| 3M | +18.5% | +40.4% | -21.9% | +12.1% |
| 6M | +7.8% | +50.9% | -43.2% | +0.6% |
| YTD | +29.1% | +54.9% | -25.8% | +19.9% |
| 1Y | +72.7% | +43.0% | +29.6% | +61.1% |
| 3Y | +248.7% | +391.8% | -143.1% | +178.8% |
| All | +219.5% | +490.7% | -271.2% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling