+253.8%
NEM vs SPGI
+23.3%
+230.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | +8.4% | +14.7% | +21.3% |
| 3M | +18.5% | +11.8% | +6.7% | +15.8% |
| 6M | +7.8% | +5.7% | +2.1% | +6.4% |
| YTD | +29.1% | -9.7% | +38.8% | +31.4% |
| 1Y | +72.7% | -12.5% | +85.1% | +78.0% |
| All | +253.8% | +23.3% | +230.5% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling