+201.6%
NEM vs SN
+659.6%
-458.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.6% |
| 7D | +13.4% | +7.2% | +6.2% | +12.2% |
| 30D | +6.5% | +20.4% | -13.9% | +3.5% |
| 3M | +14.9% | +23.9% | -9.0% | +11.0% |
| 6M | +5.5% | +93.0% | -87.5% | -5.1% |
| YTD | +21.9% | +99.2% | -77.4% | +8.7% |
| 1Y | +47.9% | +142.6% | -94.7% | +28.7% |
| 3Y | +238.2% | +398.8% | -160.6% | +162.2% |
| All | +201.6% | +659.6% | -458.0% | +132.3% |
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