+10.1%
NEMD vs SPY
+20.0%
-9.9%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.0% | -2.0% | +1.0% | -0.3% |
| 30D | -0.8% | -1.7% | +0.8% | -0.2% |
| 3M | +0.1% | +4.7% | -4.7% | -1.6% |
| 6M | +1.4% | +12.5% | -11.1% | -3.0% |
| YTD | +3.3% | +11.7% | -8.4% | -1.1% |
| 1Y | +7.6% | +17.5% | -9.8% | +0.8% |
| All | +10.1% | +20.0% | -9.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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