+605.3%
NEM vs SNY
+241.9%
+363.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.0% | -3.3% | +2.3% | -0.1% |
| 30D | +7.8% | -2.2% | +10.0% | +8.5% |
| 3M | +30.2% | -3.0% | +33.2% | +31.1% |
| 6M | +9.6% | +2.7% | +6.9% | +8.4% |
| YTD | +27.8% | -6.8% | +34.7% | +29.8% |
| 1Y | +60.7% | -5.3% | +66.0% | +61.9% |
| 3Y | +245.3% | -9.8% | +255.1% | +245.4% |
| 5Y | +155.3% | +9.7% | +145.7% | +138.0% |
| 10Y | +313.2% | +64.5% | +248.7% | +233.8% |
| All | +605.3% | +241.9% | +363.4% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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