+117.2%
NESR vs SPY
+38.9%
+78.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.4% | -5.1% |
| 7D | -6.8% | +0.1% | -6.9% | -6.5% |
| 30D | -14.2% | -3.3% | -10.9% | -9.8% |
| 3M | -32.6% | -2.4% | -30.2% | -30.0% |
| 6M | -15.4% | +2.6% | -17.9% | -16.9% |
| YTD | +24.8% | +11.2% | +13.6% | +11.7% |
| 1Y | +57.9% | +13.4% | +44.5% | +38.0% |
| All | +117.2% | +38.9% | +78.4% | +58.3% |
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