+1,712.3%
NFG vs SPY
+3,091.8%
-1,379.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +5.6% | +0.1% | +5.6% | +5.5% |
| 3M | +8.5% | +2.0% | +6.5% | +6.8% |
| 6M | -9.8% | +13.0% | -22.8% | -17.5% |
| YTD | +5.4% | +13.5% | -8.1% | -4.0% |
| 1Y | -1.6% | +20.0% | -21.6% | -13.8% |
| 3Y | +70.2% | +77.2% | -7.0% | +12.4% |
| 5Y | +85.4% | +81.9% | +3.5% | +18.9% |
| 10Y | +98.9% | +314.1% | -215.1% | -29.1% |
| All | +1,712.3% | +3,091.8% | -1,379.4% | +143.1% |
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 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