-2.1%
NEM vs SPGI
+14.4%
-16.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -0.5% |
| 7D | -6.4% | +1.2% | -7.7% | -7.2% |
| 30D | +1.4% | +15.9% | -14.5% | -8.8% |
| All | -2.1% | +14.4% | -16.5% | -11.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling