+154.0%
NEM vs SPYG
+82.6%
+71.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -3.3% | -1.8% | -1.5% | -2.6% |
| 30D | +7.8% | -1.9% | +9.8% | +8.7% |
| 3M | +36.3% | +5.2% | +31.1% | +33.8% |
| 6M | +6.6% | +15.6% | -9.0% | +1.6% |
| YTD | +27.1% | +12.4% | +14.7% | +22.4% |
| 1Y | +62.3% | +17.5% | +44.9% | +54.3% |
| 3Y | +245.1% | +98.1% | +147.0% | +182.2% |
| 5Y | +154.0% | +84.9% | +69.1% | +89.3% |
| All | +154.0% | +82.6% | +71.4% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling