+290.6%
NEM vs SO
+50.8%
+239.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.9% |
| 7D | +14.7% | -1.1% | +15.8% | +15.3% |
| 30D | +6.2% | +8.6% | -2.4% | +2.0% |
| 3M | +11.0% | +1.8% | +9.2% | +9.8% |
| 6M | +7.9% | +3.6% | +4.3% | +5.0% |
| YTD | +26.2% | +9.9% | +16.2% | +18.3% |
| 1Y | +51.5% | +5.7% | +45.8% | +45.5% |
| 3Y | +290.6% | +52.5% | +238.1% | +168.9% |
| All | +290.6% | +50.8% | +239.8% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling