+51.1%
NEM vs SPGI
+3.2%
+47.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.4% | +6.5% | +9.7% |
| 7D | +3.7% | +7.2% | -3.5% | +3.5% |
| 30D | +2.0% | +23.2% | -21.2% | +1.6% |
| 3M | +21.1% | +17.0% | +4.1% | +20.7% |
| 6M | +9.5% | +20.4% | -10.9% | +9.1% |
| YTD | +19.1% | -1.9% | +20.9% | +14.4% |
| 1Y | +51.1% | +2.9% | +48.2% | +44.9% |
| All | +51.1% | +3.2% | +47.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling