+20.6%
NMRK vs SPY
+227.2%
-206.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | +1.0% | -0.4% | +1.4% | +1.6% |
| 30D | +3.6% | -1.4% | +5.0% | +5.8% |
| 3M | -3.2% | +3.7% | -6.9% | -8.5% |
| 6M | +2.1% | +13.0% | -10.9% | -15.2% |
| YTD | -14.7% | +12.4% | -27.1% | -28.4% |
| 1Y | -20.7% | +18.5% | -39.3% | -38.7% |
| 3Y | +115.4% | +77.6% | +37.8% | -8.7% |
| 5Y | +12.2% | +81.7% | -69.5% | -53.3% |
| All | +20.6% | +227.2% | -206.6% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling