+154.0%
NEM vs SYY
+20.0%
+134.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -3.3% | +1.5% | -4.8% | -3.5% |
| 30D | +7.8% | -2.3% | +10.2% | +8.2% |
| 3M | +36.3% | +5.5% | +30.8% | +35.0% |
| 6M | +6.6% | -1.0% | +7.5% | +6.3% |
| YTD | +27.1% | +14.1% | +13.0% | +24.1% |
| 1Y | +62.3% | +5.6% | +56.8% | +60.3% |
| 3Y | +245.1% | +27.9% | +217.2% | +229.2% |
| 5Y | +154.0% | +22.7% | +131.3% | +145.3% |
| All | +154.0% | +20.0% | +134.0% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling