+78.5%
SPY vs NEM
+249.7%
-171.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.5% |
| 7D | +0.5% | +3.9% | -3.3% | +0.1% |
| 30D | -0.9% | +12.7% | -13.7% | -2.3% |
| 3M | +3.9% | +28.7% | -24.8% | +0.8% |
| 6M | +14.5% | +9.8% | +4.8% | +12.6% |
| YTD | +12.9% | +28.1% | -15.2% | +9.0% |
| 1Y | +19.4% | +69.3% | -50.0% | +11.4% |
| 3Y | +78.5% | +247.7% | -169.2% | +52.7% |
| All | +78.5% | +249.7% | -171.3% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling