+95.5%
NFG vs SPY
+311.3%
-215.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | 0.0% | +0.5% | -0.6% | -0.4% |
| 30D | +4.1% | -0.9% | +5.0% | +4.6% |
| 3M | +10.6% | +3.9% | +6.7% | +7.8% |
| 6M | -8.7% | +14.5% | -23.2% | -16.4% |
| YTD | +6.0% | +12.9% | -6.9% | -2.2% |
| 1Y | +0.7% | +19.4% | -18.7% | -10.6% |
| 3Y | +77.4% | +78.5% | -1.0% | +18.8% |
| 5Y | +86.7% | +81.8% | +5.0% | +21.9% |
| 10Y | +95.5% | +311.5% | -216.0% | -41.1% |
| All | +95.5% | +311.3% | -215.8% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling