+62.3%
NEM vs XLC
-2.1%
+64.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -3.3% | -1.7% | -1.6% | -2.7% |
| 30D | +7.8% | +0.2% | +7.6% | +7.8% |
| 3M | +36.3% | +0.7% | +35.6% | +36.5% |
| 6M | +6.6% | -4.5% | +11.0% | +7.7% |
| YTD | +27.1% | -4.7% | +31.9% | +28.6% |
| 1Y | +62.3% | -1.5% | +63.8% | +57.6% |
| All | +62.3% | -2.1% | +64.4% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling