+154.6%
NEM vs XLP
+32.7%
+121.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | +0.3% | -1.0% | +1.3% | +0.8% |
| 30D | +23.1% | -0.9% | +24.0% | +23.5% |
| 3M | +18.5% | +3.8% | +14.7% | +15.2% |
| 6M | +7.8% | -1.7% | +9.5% | +8.2% |
| YTD | +29.1% | +10.3% | +18.9% | +20.9% |
| 1Y | +72.7% | +7.8% | +64.9% | +63.6% |
| 3Y | +248.7% | +27.2% | +221.5% | +195.6% |
| All | +154.6% | +32.7% | +121.9% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling