-99.4%
NFE vs SPY
+217.2%
-316.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +6.3% |
| 7D | -4.7% | +3.3% | -8.0% | -9.6% |
| 30D | -14.8% | -2.7% | -12.2% | -12.3% |
| 3M | -77.7% | -1.7% | -75.9% | -77.3% |
| 6M | -89.8% | +3.1% | -92.9% | -90.4% |
| YTD | +221.9% | +11.9% | +210.0% | +171.5% |
| 1Y | +216.4% | +12.0% | +204.4% | +163.9% |
| 3Y | -63.6% | +78.2% | -141.8% | -81.9% |
| 5Y | -99.7% | +73.2% | -173.0% | -99.6% |
| All | -99.4% | +217.2% | -316.6% | -99.5% |
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 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