+46.2%
NFLY vs SPY
+77.1%
-30.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.7% |
| 30D | +1.9% | -1.1% | +3.0% | +2.6% |
| 3M | -7.9% | +3.9% | -11.8% | -10.1% |
| 6M | -17.7% | +13.6% | -31.3% | -24.5% |
| YTD | -16.4% | +12.7% | -29.1% | -23.0% |
| 1Y | -32.1% | +17.5% | -49.6% | -39.4% |
| 3Y | +48.1% | +76.9% | -28.8% | +1.0% |
| All | +46.2% | +77.1% | -30.8% | 0.0% |
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