-99.0%
NFE vs SPY
+81.8%
-180.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.0% |
| 7D | -10.1% | +0.5% | -10.7% | -10.8% |
| 30D | -27.1% | -0.9% | -26.2% | -26.0% |
| 3M | -50.9% | +3.9% | -54.7% | -53.7% |
| 6M | -76.1% | +14.5% | -90.6% | -80.5% |
| YTD | -77.4% | +12.9% | -90.3% | -81.2% |
| 1Y | -81.6% | +19.4% | -100.9% | -86.2% |
| 3Y | -99.2% | +78.5% | -177.6% | -99.6% |
| 5Y | -99.0% | +81.8% | -180.7% | -99.6% |
| All | -99.0% | +81.8% | -180.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling