-97.6%
NFE vs SPY
+221.8%
-319.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -18.0% | +0.1% | -18.0% | -18.0% |
| 3M | -49.1% | +2.0% | -51.1% | -50.3% |
| 6M | -75.1% | +13.0% | -88.1% | -78.5% |
| YTD | -76.0% | +13.5% | -89.5% | -79.4% |
| 1Y | -88.3% | +20.0% | -108.3% | -90.8% |
| 3Y | -99.1% | +77.2% | -176.3% | -99.5% |
| 5Y | -99.0% | +81.9% | -180.9% | -99.5% |
| All | -97.6% | +221.8% | -319.5% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling