-69.2%
NFE vs SPY
+215.3%
-284.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.4% | -12.8% | -13.9% |
| 7D | -8.2% | +0.1% | -8.3% | -8.8% |
| 30D | -7.6% | -3.3% | -4.3% | -3.8% |
| 3M | -77.3% | -2.4% | -74.9% | -76.7% |
| 6M | -88.5% | +2.6% | -91.1% | -89.1% |
| YTD | +252.6% | +11.2% | +241.4% | +200.2% |
| 1Y | +200.0% | +13.4% | +186.6% | +146.1% |
| 3Y | -61.0% | +79.9% | -140.9% | -80.8% |
| 5Y | -86.5% | +72.2% | -158.7% | -92.7% |
| All | -69.2% | +215.3% | -284.5% | -89.3% |
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