+1,090.9%
NEM vs SPYG
+559.2%
+531.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | +3.1% | +0.3% | +2.7% | +3.0% |
| 30D | +10.0% | -1.7% | +11.7% | +10.6% |
| 3M | +30.9% | +3.6% | +27.2% | +29.6% |
| 6M | +10.5% | +16.6% | -6.1% | +5.8% |
| YTD | +29.7% | +13.4% | +16.4% | +25.3% |
| 1Y | +71.1% | +19.6% | +51.5% | +62.8% |
| 3Y | +252.1% | +99.8% | +152.3% | +185.6% |
| 5Y | +157.7% | +85.0% | +72.8% | +110.5% |
| 10Y | +319.4% | +422.1% | -102.7% | +148.1% |
| All | +1,090.9% | +559.2% | +531.7% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling