+24.8%
NFLY vs SPY
+76.4%
-51.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.6% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -7.1% | -2.4% | -4.8% | -5.9% |
| 3M | -13.1% | -1.2% | -12.0% | -12.7% |
| 6M | -23.2% | +3.3% | -26.5% | -25.1% |
| YTD | -28.7% | +12.3% | -41.0% | -34.3% |
| 1Y | -39.6% | +12.4% | -52.0% | -44.5% |
| 3Y | +27.3% | +78.8% | -51.5% | -15.3% |
| All | +24.8% | +76.4% | -51.7% | -14.7% |
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 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