+1,079.6%
NEM vs XLP
+523.7%
+555.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | +23.1% | -0.9% | +24.0% | +23.4% |
| 3M | +18.5% | +3.8% | +14.7% | +16.4% |
| 6M | +7.8% | -1.7% | +9.5% | +8.0% |
| YTD | +29.1% | +10.3% | +18.9% | +24.0% |
| 1Y | +72.7% | +7.8% | +64.9% | +66.9% |
| 3Y | +248.7% | +27.2% | +221.5% | +217.7% |
| 5Y | +148.7% | +32.5% | +116.2% | +123.4% |
| 10Y | +304.8% | +101.8% | +203.0% | +216.2% |
| All | +1,079.6% | +523.7% | +555.9% | +632.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling