-26.0%
NFXL vs SPY
+36.3%
-62.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.7% |
| 7D | -15.9% | -2.0% | -13.9% | -13.4% |
| 30D | +1.3% | -1.7% | +3.0% | +3.9% |
| 3M | -19.1% | +4.7% | -23.8% | -24.4% |
| 6M | -45.1% | +12.5% | -57.6% | -54.7% |
| YTD | -44.3% | +11.7% | -56.1% | -53.6% |
| 1Y | -70.8% | +17.5% | -88.3% | -77.8% |
| All | -26.0% | +36.3% | -62.3% | -52.1% |
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