+340.2%
NEM vs SPYM
+829.4%
-489.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | +0.1% | +23.0% | +23.1% |
| 3M | +18.5% | +2.0% | +16.5% | +17.6% |
| 6M | +7.8% | +13.1% | -5.3% | +2.1% |
| YTD | +29.1% | +13.6% | +15.5% | +22.1% |
| 1Y | +72.7% | +20.1% | +52.6% | +59.2% |
| 3Y | +248.7% | +77.6% | +171.2% | +166.8% |
| 5Y | +148.7% | +82.5% | +66.1% | +85.4% |
| 10Y | +304.8% | +317.6% | -12.8% | +94.7% |
| All | +340.2% | +829.4% | -489.2% | +41.6% |
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 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