-45.6%
NFLW vs SPY
+29.8%
-75.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.0% |
| 7D | -6.1% | +0.5% | -6.6% | -6.3% |
| 30D | +3.8% | -0.9% | +4.8% | +4.3% |
| 3M | -9.3% | +3.9% | -13.2% | -10.6% |
| 6M | -27.6% | +14.5% | -42.1% | -33.1% |
| YTD | -23.3% | +12.9% | -36.2% | -28.4% |
| 1Y | -46.2% | +19.4% | -65.6% | -52.8% |
| All | -45.6% | +29.8% | -75.4% | -60.1% |
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