+157.7%
NEM vs SPOT
+111.4%
+46.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.4% |
| 7D | +3.1% | -6.5% | +9.6% | +3.9% |
| 30D | +10.0% | +2.2% | +7.8% | +9.6% |
| 3M | +30.9% | +5.4% | +25.5% | +29.8% |
| 6M | +10.5% | -4.0% | +14.5% | +10.6% |
| YTD | +29.7% | -9.9% | +39.7% | +30.2% |
| 1Y | +71.1% | -27.3% | +98.4% | +75.8% |
| 3Y | +252.1% | +236.4% | +15.7% | +208.0% |
| 5Y | +157.7% | +112.6% | +45.1% | +109.6% |
| All | +157.7% | +111.4% | +46.3% | +109.6% |
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