+270.0%
NEM vs XLC
+134.8%
+135.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -4.0% | -4.7% |
| 7D | -5.9% | +3.1% | -9.0% | -6.7% |
| 30D | -2.6% | -4.2% | +1.7% | -1.4% |
| 3M | -4.2% | -2.1% | -2.1% | -3.7% |
| 6M | -5.5% | -6.6% | +1.1% | -3.8% |
| YTD | +13.5% | -7.8% | +21.3% | +15.8% |
| 1Y | +22.2% | -4.1% | +26.3% | +23.4% |
| 3Y | +249.0% | +62.6% | +186.3% | +205.5% |
| 5Y | +120.1% | +39.6% | +80.5% | +93.5% |
| All | +270.0% | +134.8% | +135.2% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling