-76.1%
NFGC vs SPY
+74.7%
-150.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.8% |
| 7D | -1.2% | -0.9% | -0.3% | -0.6% |
| 30D | +5.2% | -2.4% | +7.5% | +7.5% |
| 3M | -2.4% | -1.2% | -1.3% | -1.1% |
| 6M | -27.0% | +3.3% | -30.3% | -28.1% |
| YTD | -45.5% | +12.3% | -57.7% | -49.3% |
| 1Y | -20.6% | +12.4% | -33.0% | -26.2% |
| 3Y | -53.6% | +78.8% | -132.4% | -69.2% |
| All | -76.1% | +74.7% | -150.8% | -83.8% |
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