+247.7%
NEM vs SPOT
+230.8%
+16.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.4% |
| 7D | +3.9% | -2.9% | +6.7% | +4.3% |
| 30D | +12.7% | +8.3% | +4.4% | +11.2% |
| 3M | +28.7% | +5.1% | +23.6% | +27.3% |
| 6M | +9.8% | -6.5% | +16.2% | +10.4% |
| YTD | +28.1% | -9.0% | +37.1% | +28.6% |
| 1Y | +69.3% | -26.4% | +95.8% | +75.6% |
| 3Y | +247.7% | +240.0% | +7.6% | +198.3% |
| All | +247.7% | +230.8% | +16.9% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling