-46.2%
NFLW vs SPY
+28.4%
-74.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -9.8% | -2.0% | -7.8% | -9.0% |
| 30D | +1.8% | -1.7% | +3.4% | +2.6% |
| 3M | -9.5% | +4.7% | -14.2% | -11.2% |
| 6M | -26.6% | +12.5% | -39.1% | -31.5% |
| YTD | -24.3% | +11.7% | -36.0% | -29.0% |
| 1Y | -47.1% | +17.5% | -64.6% | -53.0% |
| All | -46.2% | +28.4% | -74.6% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling