-17.0%
NFXS vs SPY
+37.5%
-54.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.2% |
| 7D | +1.2% | -0.8% | +1.9% | +0.7% |
| 30D | -4.7% | -1.1% | -3.6% | -5.3% |
| 3M | +3.1% | +3.9% | -0.8% | +5.9% |
| 6M | +19.3% | +13.6% | +5.7% | +31.3% |
| YTD | +15.2% | +12.7% | +2.5% | +26.1% |
| 1Y | +46.0% | +17.5% | +28.5% | +65.9% |
| All | -17.0% | +37.5% | -54.5% | +7.3% |
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