+307.8%
SPY vs NEM
+363.4%
-55.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.6% | -6.4% | +9.0% | +3.4% |
| 30D | -2.0% | +1.4% | -3.4% | -2.3% |
| 3M | -2.8% | -0.7% | -2.1% | -3.0% |
| 6M | +2.1% | -4.5% | +6.6% | +2.1% |
| YTD | +11.5% | +14.0% | -2.6% | +8.5% |
| 1Y | +13.5% | +27.3% | -13.8% | +8.9% |
| 3Y | +77.7% | +250.5% | -172.8% | +47.9% |
| 5Y | +72.6% | +121.1% | -48.5% | +49.6% |
| All | +307.8% | +363.4% | -55.6% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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