+509.5%
NEM vs SPY
+3,034.0%
-2,524.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -6.4% | +2.6% | -9.0% | -7.3% |
| 30D | +1.4% | -2.0% | +3.4% | +2.2% |
| 3M | -0.7% | -2.8% | +2.1% | +0.4% |
| 6M | -4.5% | +2.1% | -6.6% | -4.9% |
| YTD | +14.0% | +11.5% | +2.6% | +10.3% |
| 1Y | +27.3% | +13.5% | +13.8% | +22.4% |
| 3Y | +250.5% | +77.7% | +172.8% | +188.1% |
| 5Y | +121.1% | +72.6% | +48.5% | +82.0% |
| 10Y | +358.3% | +308.2% | +50.1% | +178.6% |
| All | +509.5% | +3,034.0% | -2,524.5% | +267.5% |
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