+344.1%
NEM vs SO
+197.2%
+146.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -6.4% | +1.4% | -7.8% | -6.9% |
| 30D | +1.4% | +4.7% | -3.3% | -0.5% |
| 3M | -0.7% | +1.7% | -2.4% | -1.6% |
| 6M | -4.5% | +2.2% | -6.6% | -5.8% |
| YTD | +14.0% | +10.0% | +4.1% | +8.9% |
| 1Y | +27.3% | +6.0% | +21.2% | +23.3% |
| 3Y | +250.5% | +54.1% | +196.4% | +191.6% |
| 5Y | +121.1% | +79.6% | +41.4% | +74.0% |
| All | +344.1% | +197.2% | +146.9% | +175.7% |
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