+48.9%
NFLY vs SPY
+78.7%
-29.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.3% |
| 7D | -2.7% | +0.5% | -3.3% | -3.0% |
| 30D | +2.9% | -0.9% | +3.8% | +3.5% |
| 3M | -8.4% | +3.9% | -12.3% | -10.6% |
| 6M | -20.5% | +14.5% | -35.0% | -27.3% |
| YTD | -16.0% | +12.9% | -28.9% | -22.5% |
| 1Y | -33.7% | +19.4% | -53.1% | -41.3% |
| 3Y | +48.9% | +78.5% | -29.6% | +4.7% |
| All | +48.9% | +78.7% | -29.8% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling