-97.6%
NFE vs SPY
+218.6%
-316.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.4% |
| 7D | -1.1% | -0.4% | -0.7% | -0.6% |
| 30D | -20.2% | -1.4% | -18.8% | -18.7% |
| 3M | -46.5% | +3.7% | -50.2% | -48.9% |
| 6M | -76.1% | +13.0% | -89.1% | -79.3% |
| YTD | -76.1% | +12.4% | -88.4% | -79.2% |
| 1Y | -80.5% | +18.5% | -99.0% | -84.3% |
| 3Y | -99.1% | +77.6% | -176.7% | -99.5% |
| 5Y | -98.9% | +81.7% | -180.6% | -99.4% |
| All | -97.6% | +218.6% | -316.2% | -99.2% |
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