+312.9%
NEM vs SPOT
+216.9%
+96.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.7% |
| 30D | +7.8% | +7.4% | +0.5% | +7.1% |
| 3M | +30.2% | +8.2% | +22.0% | +29.1% |
| 6M | +9.6% | +2.2% | +7.4% | +9.0% |
| YTD | +27.8% | -9.5% | +37.3% | +28.1% |
| 1Y | +60.7% | -23.8% | +84.5% | +63.3% |
| 3Y | +245.3% | +233.5% | +11.8% | +212.0% |
| 5Y | +155.3% | +112.2% | +43.1% | +128.7% |
| All | +312.9% | +216.9% | +96.0% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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