+344.1%
NEM vs SPGI
+333.9%
+10.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -6.4% | +1.2% | -7.7% | -6.7% |
| 30D | +1.4% | +15.9% | -14.5% | -2.0% |
| 3M | -0.7% | +12.3% | -13.0% | -3.5% |
| 6M | -4.5% | +23.7% | -28.2% | -9.6% |
| YTD | +14.0% | -3.5% | +17.6% | +13.8% |
| 1Y | +27.3% | +0.4% | +26.9% | +25.7% |
| 3Y | +250.5% | +29.9% | +220.6% | +221.3% |
| 5Y | +121.1% | +15.2% | +105.9% | +104.5% |
| All | +344.1% | +333.9% | +10.2% | +265.8% |
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