+154.0%
NEM vs SPXU
-85.5%
+239.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -1.6% |
| 7D | -3.3% | +6.4% | -9.6% | -2.1% |
| 30D | +7.8% | +5.9% | +1.9% | +9.2% |
| 3M | +36.3% | -11.7% | +47.9% | +33.9% |
| 6M | +6.6% | -28.7% | +35.2% | +1.9% |
| YTD | +27.1% | -26.4% | +53.5% | +22.7% |
| 1Y | +62.3% | -35.2% | +97.6% | +54.2% |
| 3Y | +245.1% | -79.8% | +324.9% | +187.6% |
| 5Y | +154.0% | -86.1% | +240.0% | +99.9% |
| All | +154.0% | -85.5% | +239.5% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling