+23.1%
NFLY vs SPY
+74.2%
-51.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -7.8% | -3.7% | -4.1% | -5.9% |
| 3M | -15.2% | -2.7% | -12.5% | -14.0% |
| 6M | -26.3% | +2.2% | -28.4% | -27.6% |
| YTD | -29.6% | +10.8% | -40.5% | -34.7% |
| 1Y | -39.7% | +11.2% | -51.0% | -44.3% |
| 3Y | +25.7% | +76.5% | -50.8% | -15.8% |
| All | +23.1% | +74.2% | -51.0% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling