+468.1%
NEM vs SU
+61,690.9%
-61,222.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.3% | +1.7% | -4.9% | -3.3% |
| 30D | +7.8% | +9.6% | -1.8% | +7.8% |
| 3M | +36.3% | +11.7% | +24.5% | +36.2% |
| 6M | +6.6% | +21.9% | -15.4% | +6.5% |
| YTD | +27.1% | +58.6% | -31.5% | +27.1% |
| 1Y | +62.3% | +66.5% | -4.2% | +62.2% |
| 3Y | +245.1% | +121.4% | +123.6% | +244.6% |
| 5Y | +154.0% | +355.7% | -201.7% | +153.4% |
| 10Y | +311.0% | +264.2% | +46.8% | +309.9% |
| All | +468.1% | +61,690.9% | -61,222.8% | +464.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling