+62.3%
NEM vs SPG
+19.7%
+42.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.3% | -2.2% | -1.1% | -3.2% |
| 30D | +7.8% | -5.8% | +13.6% | +8.0% |
| 3M | +36.3% | -2.8% | +39.1% | +35.1% |
| 6M | +6.6% | +8.9% | -2.3% | +3.5% |
| YTD | +27.1% | +14.3% | +12.9% | +24.7% |
| 1Y | +62.3% | +19.5% | +42.9% | +61.3% |
| All | +62.3% | +19.7% | +42.6% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling