+250.5%
NEM vs SPYM
+78.4%
+172.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -6.4% | +2.6% | -9.0% | -8.4% |
| 30D | +1.4% | -2.0% | +3.4% | +3.1% |
| 3M | -0.7% | -2.8% | +2.1% | +1.8% |
| 6M | -4.5% | +2.2% | -6.6% | -5.6% |
| YTD | +14.0% | +11.5% | +2.5% | +6.2% |
| 1Y | +27.3% | +13.5% | +13.8% | +17.3% |
| 3Y | +250.5% | +78.0% | +172.5% | +110.0% |
| All | +250.5% | +78.4% | +172.1% | +110.0% |
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