+60.6%
NREF vs SPY
+77.4%
-16.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +5.1% | +0.1% | +5.1% | +5.1% |
| 3M | +16.3% | +2.0% | +14.3% | +14.7% |
| 6M | +28.0% | +13.0% | +15.0% | +18.1% |
| YTD | +35.2% | +13.5% | +21.7% | +24.4% |
| 1Y | +31.5% | +20.0% | +11.6% | +16.6% |
| All | +60.6% | +77.4% | -16.8% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling