-54.0%
NFGC vs SPY
+75.1%
-129.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.6% |
| 7D | +7.5% | -2.7% | +10.2% | +10.4% |
| 30D | +13.9% | -5.4% | +19.3% | +20.6% |
| 3M | +8.9% | -4.1% | +13.0% | +14.0% |
| 6M | -19.2% | +0.7% | -20.0% | -18.4% |
| YTD | -42.1% | +8.7% | -50.8% | -44.8% |
| 1Y | -10.9% | +10.9% | -21.8% | -16.0% |
| 3Y | -54.0% | +75.0% | -129.0% | -72.0% |
| All | -54.0% | +75.1% | -129.1% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling