+463.7%
NEM vs SPGI
+14,972.7%
-14,509.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +14.7% | -0.9% | +15.6% | +14.9% |
| 30D | +6.2% | +15.5% | -9.3% | +4.0% |
| 3M | +11.0% | +15.7% | -4.7% | +8.6% |
| 6M | +7.9% | +19.1% | -11.2% | +4.9% |
| YTD | +26.2% | -4.1% | +30.2% | +26.0% |
| 1Y | +51.5% | +1.2% | +50.3% | +50.1% |
| 3Y | +290.6% | +31.6% | +259.0% | +271.4% |
| 5Y | +153.1% | +12.4% | +140.6% | +144.2% |
| 10Y | +332.4% | +334.3% | -1.9% | +247.5% |
| All | +463.7% | +14,972.7% | -14,509.0% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling