-99.5%
NFE vs SPY
+218.3%
-317.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -5.0% |
| 7D | -15.0% | -0.9% | -14.0% | -14.2% |
| 30D | -17.8% | -2.4% | -15.4% | -15.7% |
| 3M | -78.9% | -1.2% | -77.8% | -78.7% |
| 6M | -90.1% | +3.3% | -93.4% | -90.6% |
| YTD | +204.4% | +12.3% | +192.1% | +155.4% |
| 1Y | +191.6% | +12.4% | +179.2% | +141.9% |
| 3Y | -65.6% | +78.8% | -144.4% | -83.0% |
| 5Y | -99.7% | +75.2% | -174.9% | -99.7% |
| All | -99.5% | +218.3% | -317.8% | -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