+308.3%
NEM vs SPGI
+299.5%
+8.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.8% | +1.9% |
| 7D | +3.1% | -3.1% | +6.1% | +3.8% |
| 30D | +10.0% | +2.0% | +8.0% | +9.4% |
| 3M | +30.9% | +4.3% | +26.6% | +29.1% |
| 6M | +10.5% | -0.2% | +10.8% | +9.9% |
| YTD | +29.7% | -14.8% | +44.5% | +33.4% |
| 1Y | +71.1% | -18.5% | +89.7% | +77.6% |
| 3Y | +252.1% | +16.0% | +236.1% | +230.8% |
| 5Y | +157.7% | +2.2% | +155.5% | +144.6% |
| All | +308.3% | +299.5% | +8.9% | +218.5% |
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 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