+324.0%
NEM vs SW
+182.7%
+141.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +13.4% | +2.3% | +11.1% | +13.3% |
| 30D | +6.5% | +6.8% | -0.3% | +6.0% |
| 3M | +14.9% | -5.2% | +20.1% | +15.3% |
| 6M | +5.5% | +7.4% | -1.9% | +4.9% |
| YTD | +21.9% | +17.4% | +4.5% | +20.6% |
| 1Y | +47.9% | +27.1% | +20.8% | +45.8% |
| 3Y | +238.2% | +47.9% | +190.3% | +231.8% |
| 5Y | +146.2% | -2.6% | +148.7% | +140.4% |
| All | +324.0% | +182.7% | +141.3% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling