+476.9%
NEM vs SPGI
+14,090.3%
-13,613.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | +8.4% | +14.7% | +21.6% |
| 3M | +18.5% | +11.8% | +6.7% | +16.3% |
| 6M | +7.8% | +5.7% | +2.1% | +6.5% |
| YTD | +29.1% | -9.7% | +38.8% | +30.1% |
| 1Y | +72.7% | -12.5% | +85.1% | +74.6% |
| 3Y | +248.7% | +21.8% | +226.9% | +235.3% |
| 5Y | +148.7% | +8.2% | +140.5% | +141.2% |
| 10Y | +304.8% | +309.5% | -4.7% | +228.3% |
| All | +476.9% | +14,090.3% | -13,613.4% | +272.8% |
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 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