+1,112.6%
NRT vs SPY
+3,091.8%
-1,979.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +6.0% | +0.1% | +5.9% | +5.9% |
| 3M | +11.1% | +2.0% | +9.1% | +10.2% |
| 6M | +7.8% | +13.0% | -5.2% | +3.4% |
| YTD | +47.1% | +13.5% | +33.6% | +41.1% |
| 1Y | +101.2% | +20.0% | +81.3% | +89.8% |
| 3Y | +5.2% | +77.2% | -71.9% | -12.0% |
| 5Y | +118.5% | +81.9% | +36.6% | +80.1% |
| 10Y | +212.6% | +314.1% | -101.5% | +104.8% |
| All | +1,112.6% | +3,091.8% | -1,979.2% | +430.8% |
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