+316.5%
NEM vs XLC
+145.0%
+171.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | +7.8% | +2.1% | +5.7% | +7.2% |
| 3M | +30.2% | +0.7% | +29.5% | +29.8% |
| 6M | +9.6% | -3.2% | +12.8% | +10.5% |
| YTD | +27.8% | -3.8% | +31.6% | +28.9% |
| 1Y | +60.7% | -2.0% | +62.7% | +61.2% |
| 3Y | +245.3% | +71.4% | +173.9% | +198.2% |
| 5Y | +155.3% | +40.7% | +114.7% | +123.7% |
| All | +316.5% | +145.0% | +171.5% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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