+1,508.8%
NFG vs SPY
+2,954.7%
-1,445.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -7.7% | -2.7% | -5.0% | -6.1% |
| 30D | -5.5% | -5.4% | -0.1% | -2.1% |
| 3M | -8.3% | -4.1% | -4.2% | -5.9% |
| 6M | -8.6% | +0.7% | -9.3% | -9.6% |
| YTD | -6.4% | +8.7% | -15.1% | -12.4% |
| 1Y | -3.3% | +10.9% | -14.2% | -10.8% |
| 3Y | +52.3% | +75.0% | -22.7% | +1.1% |
| 5Y | +44.4% | +67.8% | -23.3% | -2.3% |
| 10Y | +100.9% | +312.9% | -211.9% | -28.6% |
| All | +1,508.8% | +2,954.7% | -1,445.9% | +121.8% |
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