-9.0%
NFGC vs SPY
+141.9%
-150.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.7% |
| 7D | +13.3% | -0.6% | +13.9% | +14.0% |
| 30D | +8.3% | -3.7% | +12.0% | +12.4% |
| 3M | 0.0% | -2.7% | +2.7% | +3.0% |
| 6M | -22.0% | +2.2% | -24.2% | -22.5% |
| YTD | -42.8% | +10.8% | -53.6% | -46.6% |
| 1Y | -16.3% | +11.2% | -27.5% | -21.9% |
| 3Y | -51.3% | +76.5% | -127.8% | -69.4% |
| 5Y | -70.1% | +72.9% | -143.1% | -80.6% |
| All | -9.0% | +141.9% | -150.9% | -60.3% |
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 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