+245.3%
NEM vs SYY
+29.1%
+216.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -1.0% | +3.9% | -4.9% | -1.7% |
| 30D | +7.8% | -1.7% | +9.6% | +8.2% |
| 3M | +30.2% | +5.2% | +25.0% | +28.9% |
| 6M | +9.6% | -0.2% | +9.8% | +9.1% |
| YTD | +27.8% | +15.4% | +12.5% | +23.9% |
| 1Y | +60.7% | +5.6% | +55.1% | +58.5% |
| 3Y | +245.3% | +28.9% | +216.4% | +215.0% |
| All | +245.3% | +29.1% | +216.1% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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