+317.0%
NEM vs SPOT
+227.0%
+90.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +23.1% | +12.5% | +10.6% | +21.7% |
| 3M | +18.5% | +9.9% | +8.6% | +17.2% |
| 6M | +7.8% | +1.6% | +6.2% | +7.2% |
| YTD | +29.1% | -6.6% | +35.7% | +29.0% |
| 1Y | +72.7% | -22.9% | +95.6% | +75.3% |
| 3Y | +248.7% | +244.3% | +4.5% | +214.1% |
| 5Y | +148.7% | +117.8% | +30.9% | +122.2% |
| All | +317.0% | +227.0% | +90.1% | +267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling