-99.2%
NFE vs SPY
+78.7%
-177.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -4.9% |
| 7D | -10.1% | +0.5% | -10.7% | -10.9% |
| 30D | -27.1% | -0.9% | -26.2% | -25.9% |
| 3M | -50.9% | +3.9% | -54.7% | -54.0% |
| 6M | -76.1% | +14.5% | -90.6% | -81.0% |
| YTD | -77.4% | +12.9% | -90.3% | -81.6% |
| 1Y | -81.6% | +19.4% | -100.9% | -86.7% |
| 3Y | -99.2% | +78.5% | -177.6% | -99.6% |
| All | -99.2% | +78.7% | -177.9% | -99.6% |
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