+302.3%
NEM vs SPMO
+517.6%
-215.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | +7.8% | -1.9% | +9.8% | +8.6% |
| 3M | +30.2% | -1.4% | +31.6% | +30.5% |
| 6M | +9.6% | +25.5% | -15.9% | +1.0% |
| YTD | +27.8% | +24.8% | +3.0% | +18.1% |
| 1Y | +60.7% | +24.5% | +36.2% | +48.6% |
| 3Y | +245.3% | +157.1% | +88.2% | +150.2% |
| 5Y | +155.3% | +149.5% | +5.8% | +84.9% |
| All | +302.3% | +517.6% | -215.3% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling