+784.6%
NEM vs SPMO
+575.8%
+208.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +3.9% | +3.4% | +0.5% | +2.6% |
| 30D | +12.7% | +0.5% | +12.2% | +12.5% |
| 3M | +28.7% | +1.9% | +26.7% | +27.5% |
| 6M | +9.8% | +27.8% | -18.0% | +0.9% |
| YTD | +28.1% | +26.7% | +1.4% | +18.2% |
| 1Y | +69.3% | +28.9% | +40.5% | +55.4% |
| 3Y | +247.7% | +160.7% | +87.0% | +155.5% |
| 5Y | +153.4% | +150.2% | +3.2% | +86.7% |
| 10Y | +291.3% | +517.5% | -226.2% | +155.1% |
| All | +784.6% | +575.8% | +208.8% | +495.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling