+43.1%
NEM vs XLP
+22.1%
+21.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +14.7% | +0.1% | +14.7% | +14.4% |
| 30D | +6.2% | +8.9% | -2.7% | +6.6% |
| 3M | +11.0% | +7.5% | +3.5% | +11.1% |
| 6M | +7.9% | +9.4% | -1.5% | +7.8% |
| YTD | +26.2% | +19.3% | +6.9% | +29.1% |
| All | +43.1% | +22.1% | +21.0% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling