+58.7%
NEMG vs SPY
+14.1%
+44.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -2.1% |
| 7D | -6.9% | -2.0% | -5.0% | +0.2% |
| 30D | +13.4% | -1.7% | +15.1% | +20.9% |
| 3M | +71.2% | +4.7% | +66.5% | +45.7% |
| 6M | -4.9% | +12.5% | -17.5% | -30.5% |
| YTD | +24.2% | +11.7% | +12.5% | -7.0% |
| All | +58.7% | +14.1% | +44.6% | +8.6% |
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