+288.8%
NEM vs SPYM
+812.4%
-523.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -6.4% | +2.6% | -9.0% | -7.6% |
| 30D | +1.4% | -2.0% | +3.4% | +2.5% |
| 3M | -0.7% | -2.8% | +2.1% | +0.8% |
| 6M | -4.5% | +2.2% | -6.6% | -5.1% |
| YTD | +14.0% | +11.5% | +2.5% | +8.9% |
| 1Y | +27.3% | +13.5% | +13.8% | +20.7% |
| 3Y | +250.5% | +78.0% | +172.5% | +168.2% |
| 5Y | +121.1% | +73.1% | +47.9% | +69.3% |
| 10Y | +358.3% | +310.9% | +47.5% | +122.2% |
| All | +288.8% | +812.4% | -523.5% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling