-44.3%
NFLW vs SPY
+30.5%
-74.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.4% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | +6.2% | +0.1% | +6.1% | +6.2% |
| 3M | -5.8% | +2.0% | -7.8% | -6.4% |
| 6M | -25.7% | +13.0% | -38.7% | -30.6% |
| YTD | -21.5% | +13.5% | -35.1% | -27.0% |
| 1Y | -45.6% | +20.0% | -65.6% | -52.3% |
| All | -44.3% | +30.5% | -74.8% | -59.3% |
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