+300.2%
NEM vs SPGI
+291.9%
+8.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | -3.3% | -8.9% | +5.6% | -1.2% |
| 30D | +7.8% | +0.6% | +7.2% | +7.6% |
| 3M | +36.3% | +2.0% | +34.3% | +35.1% |
| 6M | +6.6% | +0.1% | +6.5% | +5.9% |
| YTD | +27.1% | -16.4% | +43.6% | +31.3% |
| 1Y | +62.3% | -18.9% | +81.3% | +68.6% |
| 3Y | +245.1% | +13.8% | +231.3% | +225.7% |
| 5Y | +154.0% | +0.5% | +153.5% | +142.1% |
| All | +300.2% | +291.9% | +8.3% | +213.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling