+153.4%
NEM vs SPGI
+5.8%
+147.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | +3.9% | -2.5% | +6.3% | +4.4% |
| 30D | +12.7% | +5.4% | +7.3% | +11.3% |
| 3M | +28.7% | +9.0% | +19.6% | +25.6% |
| 6M | +9.8% | +0.8% | +9.0% | +9.0% |
| YTD | +28.1% | -12.6% | +40.7% | +31.2% |
| 1Y | +69.3% | -16.1% | +85.5% | +75.5% |
| 3Y | +247.7% | +19.0% | +228.7% | +220.5% |
| 5Y | +153.4% | +5.1% | +148.3% | +113.0% |
| All | +153.4% | +5.8% | +147.6% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling