+245.3%
NEM vs SU
+120.0%
+125.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -1.0% | +2.2% | -3.2% | -1.4% |
| 30D | +7.8% | +8.4% | -0.6% | +5.9% |
| 3M | +30.2% | +12.1% | +18.1% | +26.5% |
| 6M | +9.6% | +19.7% | -10.1% | +2.8% |
| YTD | +27.8% | +58.4% | -30.6% | +9.5% |
| 1Y | +60.7% | +67.2% | -6.5% | +35.1% |
| 3Y | +245.3% | +125.0% | +120.3% | +157.7% |
| All | +245.3% | +120.0% | +125.3% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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