+99.5%
NFRA vs SPY
+312.5%
-213.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | +1.2% | -1.4% | +2.6% | +2.1% |
| 3M | +2.5% | +3.7% | -1.2% | -0.2% |
| 6M | +2.2% | +13.0% | -10.8% | -6.3% |
| YTD | +10.3% | +12.4% | -2.1% | +1.4% |
| 1Y | +12.8% | +18.5% | -5.8% | -0.2% |
| 3Y | +47.8% | +77.6% | -29.8% | -4.0% |
| 5Y | +32.5% | +81.7% | -49.2% | -16.6% |
| 10Y | +99.5% | +319.7% | -220.1% | -35.7% |
| All | +99.5% | +312.5% | -213.0% | -35.7% |
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