+3,094.0%
SPY vs NEM
+570.2%
+2,523.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.1% | +23.1% | -23.0% | -1.6% |
| 3M | +2.0% | +18.5% | -16.5% | +0.5% |
| 6M | +13.0% | +7.8% | +5.2% | +11.9% |
| YTD | +13.5% | +29.1% | -15.6% | +10.8% |
| 1Y | +20.0% | +72.7% | -52.7% | +14.3% |
| 3Y | +77.2% | +248.7% | -171.5% | +58.9% |
| 5Y | +81.9% | +148.7% | -66.8% | +65.8% |
| 10Y | +314.1% | +304.8% | +9.3% | +261.0% |
| All | +3,094.0% | +570.2% | +2,523.8% | +2,678.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling