-75.0%
NFE vs SPY
+17.2%
-92.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.9% | -0.6% | +21.5% | +21.2% |
| 7D | -7.5% | +2.0% | -9.5% | -8.9% |
| 30D | -7.5% | +2.0% | -9.5% | -8.9% |
| 3M | -36.3% | +4.7% | -41.0% | -38.8% |
| 6M | -68.9% | +12.5% | -81.4% | -73.0% |
| YTD | -71.1% | +11.7% | -82.8% | -74.9% |
| 1Y | -75.0% | +17.5% | -92.5% | -78.8% |
| All | -75.0% | +17.2% | -92.2% | -78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling