+472.4%
NEM vs SYY
+4,446.6%
-3,974.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +3.9% | -2.8% | +6.6% | +4.1% |
| 30D | +12.7% | -5.3% | +18.0% | +13.2% |
| 3M | +28.7% | +5.1% | +23.6% | +28.1% |
| 6M | +9.8% | -5.0% | +14.8% | +10.0% |
| YTD | +28.1% | +10.7% | +17.4% | +26.8% |
| 1Y | +69.3% | +0.7% | +68.7% | +68.8% |
| 3Y | +247.7% | +24.0% | +223.6% | +240.1% |
| 5Y | +153.4% | +19.3% | +134.1% | +147.7% |
| 10Y | +291.3% | +96.4% | +194.9% | +260.2% |
| All | +472.4% | +4,446.6% | -3,974.2% | +513.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling