+290.5%
NEM vs SW
+147.8%
+142.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +0.3% | -5.1% | +5.4% | +0.7% |
| 30D | +23.1% | -4.6% | +27.7% | +23.5% |
| 3M | +18.5% | +9.4% | +9.1% | +17.6% |
| 6M | +7.8% | +3.5% | +4.3% | +7.2% |
| YTD | +29.1% | +22.0% | +7.1% | +27.2% |
| 1Y | +72.7% | +2.2% | +70.5% | +71.5% |
| 3Y | +248.7% | +19.6% | +229.1% | +241.7% |
| 5Y | +148.7% | -2.3% | +151.0% | +141.8% |
| All | +290.5% | +147.8% | +142.7% | +217.9% |
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