+243.5%
NEM vs SPXS
-79.1%
+322.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.5% |
| 7D | -3.3% | +6.4% | -9.7% | -1.6% |
| 30D | +7.8% | +6.0% | +1.9% | +9.7% |
| 3M | +36.3% | -11.6% | +47.9% | +33.0% |
| 6M | +6.6% | -28.7% | +35.3% | +0.4% |
| YTD | +27.1% | -26.3% | +53.4% | +21.1% |
| 1Y | +62.3% | -34.9% | +97.3% | +51.7% |
| All | +243.5% | -79.1% | +322.6% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling