+342.6%
NEM vs SPGI
+335.3%
+7.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.6% | -4.3% |
| 7D | +11.6% | +1.6% | +10.0% | +11.3% |
| 30D | +1.8% | +16.1% | -14.3% | -1.7% |
| 3M | +2.5% | +15.5% | -12.9% | -1.0% |
| 6M | +3.4% | +19.6% | -16.2% | -1.4% |
| YTD | +20.9% | -3.6% | +24.5% | +20.7% |
| 1Y | +37.2% | +2.2% | +35.0% | +34.8% |
| 3Y | +271.6% | +30.1% | +241.5% | +240.4% |
| 5Y | +136.6% | +14.9% | +121.7% | +118.9% |
| 10Y | +342.6% | +334.0% | +8.7% | +230.9% |
| All | +342.6% | +335.3% | +7.3% | +230.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling