+344.1%
NEM vs XLP
+139.1%
+205.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | -6.4% | +2.5% | -8.9% | -7.5% |
| 30D | +1.4% | +7.3% | -5.9% | -1.8% |
| 3M | -0.7% | +8.1% | -8.8% | -4.3% |
| 6M | -4.5% | +10.5% | -15.0% | -9.4% |
| YTD | +14.0% | +21.2% | -7.1% | +3.3% |
| 1Y | +27.3% | +22.7% | +4.6% | +14.5% |
| 3Y | +250.5% | +44.8% | +205.7% | +189.5% |
| 5Y | +121.1% | +44.7% | +76.3% | +82.6% |
| All | +344.1% | +139.1% | +205.0% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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