-74.3%
NFGC vs SPY
+82.0%
-156.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.9% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | +17.5% | +0.1% | +17.5% | +17.7% |
| 3M | -3.2% | +2.0% | -5.2% | -4.2% |
| 6M | -30.4% | +13.0% | -43.4% | -36.1% |
| YTD | -39.1% | +13.5% | -52.6% | -44.2% |
| 1Y | -4.2% | +20.0% | -24.2% | -15.3% |
| 3Y | -58.1% | +77.2% | -135.3% | -72.7% |
| All | -74.3% | +82.0% | -156.3% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling