+12.3%
NMRK vs SPY
+82.3%
-70.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.6% |
| 7D | -5.4% | -0.8% | -4.7% | -4.4% |
| 30D | -2.3% | -1.1% | -1.3% | -0.8% |
| 3M | -2.3% | +3.9% | -6.1% | -7.2% |
| 6M | +3.9% | +13.6% | -9.7% | -13.0% |
| YTD | -16.0% | +12.7% | -28.7% | -28.6% |
| 1Y | -24.2% | +17.5% | -41.7% | -39.3% |
| 3Y | +110.0% | +76.9% | +33.1% | -3.0% |
| All | +12.3% | +82.3% | -70.0% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling