+440.3%
NEM vs SO
+6,358.4%
-5,918.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +11.6% | -0.1% | +11.7% | +11.6% |
| 30D | +1.8% | +8.7% | -6.9% | -0.3% |
| 3M | +2.5% | +3.4% | -0.9% | +1.6% |
| 6M | +3.4% | +3.7% | -0.3% | +2.2% |
| YTD | +20.9% | +10.0% | +10.9% | +17.6% |
| 1Y | +37.2% | +6.6% | +30.6% | +34.5% |
| 3Y | +271.6% | +52.5% | +219.1% | +234.8% |
| 5Y | +136.6% | +76.1% | +60.6% | +106.6% |
| 10Y | +342.6% | +194.9% | +147.8% | +245.5% |
| All | +440.3% | +6,358.4% | -5,918.1% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling