+64.0%
NEMG vs SPY
+16.0%
+48.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -2.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +46.4% | +0.1% | +46.3% | +46.8% |
| 3M | +27.7% | +2.0% | +25.7% | +22.2% |
| 6M | -2.9% | +13.0% | -16.0% | -30.4% |
| YTD | +28.3% | +13.5% | +14.8% | -9.5% |
| All | +64.0% | +16.0% | +48.0% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling