+324.0%
NEM vs XLP
+126.4%
+197.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +13.4% | +0.7% | +12.7% | +13.1% |
| 30D | +6.5% | +10.3% | -3.8% | +1.7% |
| 3M | +14.9% | +6.5% | +8.4% | +11.4% |
| 6M | +5.5% | +8.4% | -2.9% | +0.9% |
| YTD | +21.9% | +18.2% | +3.7% | +11.5% |
| 1Y | +47.9% | +22.4% | +25.5% | +32.9% |
| 3Y | +238.2% | +41.9% | +196.3% | +181.4% |
| 5Y | +146.2% | +40.9% | +105.3% | +105.5% |
| All | +324.0% | +126.4% | +197.6% | +178.2% |
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