+357.8%
NEM vs SPG
+5,256.9%
-4,899.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.3% | -2.4% | +2.7% | +0.6% |
| 30D | +23.1% | -6.8% | +29.9% | +24.3% |
| 3M | +18.5% | +2.7% | +15.8% | +17.9% |
| 6M | +7.8% | +5.5% | +2.3% | +6.8% |
| YTD | +29.1% | +15.7% | +13.4% | +26.3% |
| 1Y | +72.7% | +20.9% | +51.8% | +67.8% |
| 3Y | +248.7% | +112.4% | +136.4% | +213.3% |
| 5Y | +148.7% | +101.4% | +47.3% | +122.6% |
| 10Y | +304.8% | +60.6% | +244.1% | +255.8% |
| All | +357.8% | +5,256.9% | -4,899.1% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling