+342.6%
NEM vs SO
+188.2%
+154.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +11.6% | -0.1% | +11.7% | +11.6% |
| 30D | +1.8% | +8.7% | -6.9% | -1.7% |
| 3M | +2.5% | +3.4% | -0.9% | +1.0% |
| 6M | +3.4% | +3.7% | -0.3% | +1.3% |
| YTD | +20.9% | +10.0% | +10.9% | +15.4% |
| 1Y | +37.2% | +6.6% | +30.6% | +32.6% |
| 3Y | +271.6% | +52.5% | +219.1% | +210.3% |
| 5Y | +136.6% | +76.1% | +60.6% | +87.4% |
| 10Y | +342.6% | +194.9% | +147.8% | +175.4% |
| All | +342.6% | +188.2% | +154.4% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling