+253.4%
NEM vs SW
+743.1%
-489.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.8% | +9.7% |
| 7D | +3.7% | +12.1% | -8.4% | +3.2% |
| 30D | +2.0% | +6.6% | -4.6% | +1.7% |
| 3M | +21.1% | -6.0% | +27.1% | +21.4% |
| 6M | +9.5% | +21.5% | -12.0% | +8.6% |
| YTD | +19.1% | +20.3% | -1.3% | +18.1% |
| 1Y | +51.1% | +28.1% | +23.0% | +49.6% |
| 3Y | +220.7% | +51.6% | +169.1% | +215.9% |
| 5Y | +147.1% | -0.1% | +147.2% | +143.5% |
| 10Y | +299.8% | +189.7% | +110.1% | +282.3% |
| All | +253.4% | +743.1% | -489.6% | +239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling