+271.6%
NEM vs SPG
+136.6%
+135.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | +11.6% | +5.6% | +6.0% | +9.9% |
| 30D | +1.8% | +17.6% | -15.8% | -2.7% |
| 3M | +2.5% | +7.5% | -4.9% | +0.4% |
| 6M | +3.4% | +18.5% | -15.1% | -2.3% |
| YTD | +20.9% | +30.9% | -10.0% | +10.6% |
| 1Y | +37.2% | +34.1% | +3.1% | +24.5% |
| 3Y | +271.6% | +135.5% | +136.1% | +147.4% |
| All | +271.6% | +136.6% | +135.0% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling