+18.7%
NMRK vs SPY
+228.0%
-209.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.5% |
| 7D | -5.4% | -0.8% | -4.7% | -4.3% |
| 30D | -2.3% | -1.1% | -1.3% | -0.7% |
| 3M | -2.3% | +3.9% | -6.1% | -7.7% |
| 6M | +3.9% | +13.6% | -9.7% | -14.4% |
| YTD | -16.0% | +12.7% | -28.7% | -29.8% |
| 1Y | -24.2% | +17.5% | -41.7% | -40.6% |
| 3Y | +110.0% | +76.9% | +33.1% | -10.4% |
| 5Y | +16.7% | +83.6% | -66.9% | -52.3% |
| All | +18.7% | +228.0% | -209.3% | -73.2% |
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