+154.0%
NEM vs SPY
+79.8%
+74.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -3.3% | -2.0% | -1.3% | -2.1% |
| 30D | +7.8% | -1.7% | +9.5% | +8.9% |
| 3M | +36.3% | +4.7% | +31.5% | +33.0% |
| 6M | +6.6% | +12.5% | -5.9% | +0.7% |
| YTD | +27.1% | +11.7% | +15.4% | +20.7% |
| 1Y | +62.3% | +17.5% | +44.9% | +50.6% |
| 3Y | +245.1% | +76.6% | +168.5% | +166.8% |
| 5Y | +154.0% | +82.0% | +72.0% | +82.0% |
| All | +154.0% | +79.8% | +74.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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