+302.3%
NEM vs SPYM
+325.3%
-23.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | +7.8% | -1.1% | +8.9% | +8.4% |
| 3M | +30.2% | +3.9% | +26.3% | +28.1% |
| 6M | +9.6% | +13.6% | -4.0% | +4.2% |
| YTD | +27.8% | +12.7% | +15.1% | +22.0% |
| 1Y | +60.7% | +17.6% | +43.1% | +50.9% |
| 3Y | +245.3% | +77.2% | +168.1% | +175.7% |
| 5Y | +155.3% | +84.1% | +71.2% | +98.3% |
| All | +302.3% | +325.3% | -23.0% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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