+302.6%
NEM vs SPG
+5,939.2%
-5,636.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -5.9% | +3.1% | -9.0% | -6.3% |
| 30D | -2.6% | +16.4% | -19.0% | -4.6% |
| 3M | -4.2% | +7.1% | -11.3% | -5.1% |
| 6M | -5.5% | +16.1% | -21.5% | -7.5% |
| YTD | +13.5% | +30.4% | -16.9% | +9.3% |
| 1Y | +22.2% | +33.0% | -10.8% | +17.3% |
| 3Y | +249.0% | +134.6% | +114.3% | +209.2% |
| 5Y | +120.1% | +84.9% | +35.2% | +99.2% |
| 10Y | +356.3% | +114.9% | +241.4% | +283.4% |
| All | +302.6% | +5,939.2% | -5,636.6% | +168.4% |
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 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