+144.2%
NESR vs SPY
+40.2%
+104.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.3% | +6.5% | +6.1% |
| 7D | +2.3% | -0.9% | +3.2% | +3.9% |
| 30D | +5.2% | -2.4% | +7.5% | +9.1% |
| 3M | -39.0% | -1.2% | -37.8% | -37.6% |
| 6M | -13.6% | +3.3% | -16.9% | -15.9% |
| YTD | +40.4% | +12.3% | +28.1% | +24.1% |
| 1Y | +65.3% | +12.4% | +52.8% | +45.6% |
| All | +144.2% | +40.2% | +104.0% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling