+590.0%
NEM vs SPY
+3,091.8%
-2,501.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | +0.1% | +23.0% | +23.1% |
| 3M | +18.5% | +2.0% | +16.5% | +17.9% |
| 6M | +7.8% | +13.0% | -5.2% | +3.6% |
| YTD | +29.1% | +13.5% | +15.6% | +23.9% |
| 1Y | +72.7% | +20.0% | +52.7% | +62.7% |
| 3Y | +248.7% | +77.2% | +171.5% | +186.6% |
| 5Y | +148.7% | +81.9% | +66.8% | +100.8% |
| 10Y | +304.8% | +314.1% | -9.3% | +144.7% |
| All | +590.0% | +3,091.8% | -2,501.8% | +313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling