-25.9%
NFXL vs SPY
+37.1%
-63.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | -15.8% | -0.4% | -15.5% | -15.3% |
| 30D | -2.5% | -1.4% | -1.2% | -0.5% |
| 3M | -17.9% | +3.7% | -21.6% | -22.2% |
| 6M | -46.5% | +13.0% | -59.5% | -56.2% |
| YTD | -44.2% | +12.4% | -56.6% | -53.9% |
| 1Y | -71.5% | +18.5% | -90.0% | -78.6% |
| All | -25.9% | +37.1% | -63.0% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling