+344.1%
NEM vs SPG
+113.9%
+230.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -6.4% | +2.0% | -8.4% | -6.6% |
| 30D | +1.4% | +17.2% | -15.8% | 0.0% |
| 3M | -0.7% | +6.3% | -7.0% | -1.2% |
| 6M | -4.5% | +18.7% | -23.2% | -6.0% |
| YTD | +14.0% | +30.1% | -16.0% | +11.3% |
| 1Y | +27.3% | +32.8% | -5.5% | +24.0% |
| 3Y | +250.5% | +133.6% | +116.9% | +227.0% |
| 5Y | +121.1% | +84.4% | +36.7% | +107.0% |
| All | +344.1% | +113.9% | +230.2% | +331.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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