+319.4%
NEM vs SO
+155.9%
+163.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +3.1% | 0.0% | +3.0% | +3.0% |
| 30D | +10.0% | -2.5% | +12.5% | +11.1% |
| 3M | +30.9% | -4.2% | +35.1% | +32.7% |
| 6M | +10.5% | -7.7% | +18.2% | +13.7% |
| YTD | +29.7% | +3.8% | +25.9% | +26.8% |
| 1Y | +71.1% | +0.1% | +71.1% | +69.8% |
| 3Y | +252.1% | +44.2% | +207.9% | +200.0% |
| 5Y | +157.7% | +57.9% | +99.9% | +111.6% |
| 10Y | +319.4% | +162.0% | +157.4% | +178.4% |
| All | +319.4% | +155.9% | +163.5% | +178.4% |
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