+250.5%
NEM vs SPYM
+77.0%
+173.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.7% |
| 7D | +3.1% | -0.4% | +3.4% | +3.4% |
| 30D | +10.0% | -1.4% | +11.4% | +11.3% |
| 3M | +30.9% | +3.7% | +27.2% | +27.4% |
| 6M | +10.5% | +13.0% | -2.5% | +1.7% |
| YTD | +29.7% | +12.5% | +17.3% | +19.9% |
| 1Y | +71.1% | +18.6% | +52.5% | +53.4% |
| All | +250.5% | +77.0% | +173.5% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling