-10.9%
NFGC vs SPY
+9.9%
-20.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.2% |
| 7D | +7.5% | -2.7% | +10.2% | +13.3% |
| 30D | +13.9% | -5.4% | +19.3% | +28.8% |
| 3M | +8.9% | -4.1% | +13.0% | +19.6% |
| 6M | -19.2% | +0.7% | -20.0% | -19.2% |
| YTD | -42.1% | +8.7% | -50.8% | -50.3% |
| 1Y | -10.9% | +10.9% | -21.8% | -25.6% |
| All | -10.9% | +9.9% | -20.7% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling