+302.3%
NEM vs SPYG
+424.6%
-122.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | +7.8% | -1.5% | +9.3% | +8.5% |
| 3M | +30.2% | +3.7% | +26.5% | +28.6% |
| 6M | +9.6% | +16.4% | -6.8% | +4.4% |
| YTD | +27.8% | +13.3% | +14.5% | +22.9% |
| 1Y | +60.7% | +17.9% | +42.8% | +52.7% |
| 3Y | +245.3% | +98.3% | +147.0% | +177.3% |
| 5Y | +155.3% | +86.4% | +68.9% | +104.3% |
| All | +302.3% | +424.6% | -122.3% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling