+21.4%
NFLY vs SPY
+75.2%
-53.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.1% |
| 7D | -1.4% | +2.6% | -4.0% | -2.9% |
| 30D | -9.6% | -2.0% | -7.6% | -8.6% |
| 3M | -17.4% | -2.8% | -14.7% | -16.2% |
| 6M | -27.1% | +2.1% | -29.2% | -28.3% |
| YTD | -30.6% | +11.5% | -42.1% | -35.8% |
| 1Y | -41.4% | +13.5% | -54.9% | -46.5% |
| 3Y | +23.5% | +77.7% | -54.2% | -17.5% |
| All | +21.4% | +75.2% | -53.8% | -16.7% |
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