+851.9%
NRT vs SPY
+3,015.5%
-2,163.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -17.4% | -3.7% | -13.8% | -16.4% |
| 3M | -20.6% | -2.7% | -17.8% | -19.9% |
| 6M | -10.2% | +2.2% | -12.4% | -11.0% |
| YTD | +15.5% | +10.8% | +4.7% | +11.6% |
| 1Y | +17.5% | +11.2% | +6.2% | +13.4% |
| 3Y | +27.9% | +76.5% | -48.6% | +7.3% |
| 5Y | +59.6% | +72.9% | -13.3% | +33.7% |
| 10Y | +166.8% | +304.8% | -138.1% | +76.1% |
| All | +851.9% | +3,015.5% | -2,163.6% | +319.9% |
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