+247.7%
NEM vs SPG
+112.2%
+135.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.1% |
| 7D | +3.9% | 0.0% | +3.8% | +3.9% |
| 30D | +12.7% | -4.9% | +17.7% | +14.3% |
| 3M | +28.7% | +3.3% | +25.3% | +26.6% |
| 6M | +9.8% | +11.2% | -1.4% | +5.3% |
| YTD | +28.1% | +17.1% | +11.0% | +20.8% |
| 1Y | +69.3% | +21.6% | +47.8% | +57.3% |
| 3Y | +247.7% | +111.9% | +135.8% | +150.2% |
| All | +247.7% | +112.2% | +135.5% | +150.2% |
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