+120.1%
NEM vs SPOT
+112.1%
+8.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.7% |
| 7D | -5.9% | -2.6% | -3.3% | -5.6% |
| 30D | -2.6% | +13.5% | -16.0% | -4.1% |
| 3M | -4.2% | +22.2% | -26.5% | -6.8% |
| 6M | -5.5% | +38.3% | -43.8% | -9.8% |
| YTD | +13.5% | +3.1% | +10.5% | +11.9% |
| 1Y | +22.2% | -7.6% | +29.8% | +21.9% |
| 3Y | +249.0% | +250.0% | -1.1% | +200.0% |
| 5Y | +120.1% | +113.3% | +6.8% | +92.3% |
| All | +120.1% | +112.1% | +8.0% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling