+250.5%
NEM vs SPXU
-80.6%
+331.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.8% |
| 7D | -6.4% | -7.6% | +1.1% | -8.4% |
| 30D | +1.4% | +5.3% | -3.9% | +3.5% |
| 3M | -0.7% | +9.6% | -10.3% | +2.9% |
| 6M | -4.5% | -4.5% | +0.1% | -3.5% |
| YTD | +14.0% | -25.9% | +39.9% | +9.7% |
| 1Y | +27.3% | -28.9% | +56.2% | +21.7% |
| 3Y | +250.5% | -80.5% | +331.0% | +141.0% |
| All | +250.5% | -80.6% | +331.1% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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