+153.4%
NEM vs SPG
+106.4%
+47.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.0% |
| 7D | +3.9% | 0.0% | +3.8% | +3.9% |
| 30D | +12.7% | -4.9% | +17.7% | +13.9% |
| 3M | +28.7% | +3.3% | +25.3% | +27.3% |
| 6M | +9.8% | +11.2% | -1.4% | +6.7% |
| YTD | +28.1% | +17.1% | +11.0% | +23.0% |
| 1Y | +69.3% | +21.6% | +47.8% | +61.0% |
| 3Y | +247.7% | +111.9% | +135.8% | +192.9% |
| 5Y | +153.4% | +106.9% | +46.4% | +104.0% |
| All | +153.4% | +106.4% | +47.0% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling