+153.1%
NEM vs SO
+79.3%
+73.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | +11.0% | +1.8% | +9.2% | +9.7% |
| 6M | +7.9% | +3.6% | +4.3% | +5.0% |
| YTD | +26.2% | +9.9% | +16.2% | +18.4% |
| 1Y | +51.5% | +5.7% | +45.8% | +45.3% |
| 3Y | +290.6% | +52.5% | +238.1% | +199.5% |
| 5Y | +153.1% | +77.3% | +75.8% | +82.5% |
| All | +153.1% | +79.3% | +73.8% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling