-3.1%
NFGC vs SPY
+147.8%
-150.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.5% |
| YTD | -39.1% | +13.5% | -52.6% | -44.5% |
| 1Y | -4.2% | +20.0% | -24.2% | -16.2% |
| 3Y | -58.1% | +77.2% | -135.3% | -73.9% |
| 5Y | -74.9% | +81.9% | -156.7% | -84.6% |
| All | -3.1% | +147.8% | -150.9% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling