-99.4%
NFE vs SPY
+216.0%
-315.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | -17.6% | +2.6% | -20.2% | -21.1% |
| 30D | -7.0% | -2.0% | -5.1% | -5.4% |
| 3M | -77.3% | -2.8% | -74.5% | -76.5% |
| 6M | -90.1% | +2.1% | -92.2% | -90.5% |
| YTD | +224.6% | +11.5% | +213.1% | +175.1% |
| 1Y | +236.4% | +13.5% | +222.9% | +175.7% |
| 3Y | -64.3% | +77.7% | -142.0% | -82.2% |
| 5Y | -99.7% | +72.6% | -172.3% | -99.6% |
| All | -99.4% | +216.0% | -315.4% | -99.5% |
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