+302.3%
NEM vs SPXS
-99.6%
+401.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.2% |
| 7D | -1.0% | +2.5% | -3.5% | -0.6% |
| 30D | +7.8% | +4.2% | +3.6% | +8.6% |
| 3M | +30.2% | -9.3% | +39.5% | +28.9% |
| 6M | +9.6% | -30.7% | +40.3% | +5.3% |
| YTD | +27.8% | -28.1% | +55.9% | +23.8% |
| 1Y | +60.7% | -35.1% | +95.8% | +54.1% |
| 3Y | +245.3% | -79.6% | +324.9% | +195.8% |
| 5Y | +155.3% | -86.3% | +241.6% | +117.1% |
| All | +302.3% | -99.6% | +401.9% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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