+302.3%
NEM vs XLY
+220.9%
+81.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | +7.8% | -4.2% | +12.0% | +9.2% |
| 3M | +30.2% | -2.7% | +32.9% | +31.2% |
| 6M | +9.6% | -0.6% | +10.2% | +10.0% |
| YTD | +27.8% | -5.0% | +32.8% | +29.7% |
| 1Y | +60.7% | -4.1% | +64.8% | +62.6% |
| 3Y | +245.3% | +33.6% | +211.7% | +217.9% |
| 5Y | +155.3% | +28.7% | +126.6% | +131.6% |
| All | +302.3% | +220.9% | +81.4% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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