+365.0%
NEM vs SO
+198.0%
+167.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | +1.1% | +7.8% | -6.7% | -2.0% |
| 3M | +1.3% | +2.9% | -1.6% | -0.1% |
| 6M | -1.4% | +2.5% | -3.9% | -2.9% |
| YTD | +19.4% | +10.3% | +9.2% | +13.9% |
| 1Y | +32.9% | +6.4% | +26.6% | +28.6% |
| 3Y | +267.0% | +52.8% | +214.2% | +206.3% |
| 5Y | +131.0% | +78.7% | +52.3% | +82.1% |
| All | +365.0% | +198.0% | +167.1% | +188.3% |
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