+153.1%
NEM vs SPGI
+12.2%
+140.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +14.7% | -0.9% | +15.6% | +15.0% |
| 30D | +6.2% | +15.5% | -9.3% | +2.5% |
| 3M | +11.0% | +15.7% | -4.7% | +7.0% |
| 6M | +7.9% | +19.1% | -11.2% | +2.8% |
| YTD | +26.2% | -4.1% | +30.2% | +26.5% |
| 1Y | +51.5% | +1.2% | +50.3% | +49.2% |
| 3Y | +290.6% | +31.6% | +259.0% | +248.0% |
| 5Y | +153.1% | +12.4% | +140.6% | +110.7% |
| All | +153.1% | +12.2% | +140.9% | +110.7% |
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