-61.0%
NFE vs SPY
+78.0%
-139.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.4% | -12.8% | -16.0% |
| 7D | -8.2% | +0.1% | -8.3% | -9.4% |
| 30D | -7.6% | -3.3% | -4.3% | -1.5% |
| 3M | -77.3% | -2.4% | -74.9% | -76.3% |
| 6M | -88.5% | +2.6% | -91.1% | -89.5% |
| YTD | +252.6% | +11.2% | +241.4% | +164.0% |
| 1Y | +200.0% | +13.4% | +186.6% | +112.8% |
| 3Y | -61.0% | +79.9% | -140.9% | -83.5% |
| All | -61.0% | +78.0% | -139.0% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling