+64.1%
NREF vs SPY
+142.2%
-78.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.8% | -4.6% |
| 7D | -11.2% | -4.7% | -6.5% | -8.6% |
| 30D | -12.1% | -5.9% | -6.2% | -8.9% |
| 3M | -17.3% | -4.5% | -12.7% | -14.9% |
| 6M | -5.4% | +1.8% | -7.2% | -6.5% |
| YTD | +6.4% | +8.3% | -1.9% | +1.4% |
| 1Y | +16.0% | +9.3% | +6.7% | +9.9% |
| 3Y | +26.8% | +74.9% | -48.0% | -9.4% |
| 5Y | +24.4% | +67.3% | -42.9% | -10.5% |
| All | +64.1% | +142.2% | -78.1% | +11.3% |
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