+4.5%
NPFD vs SPY
+69.7%
-65.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | -3.2% | -3.7% | +0.4% | -2.0% |
| 3M | -5.6% | -2.7% | -2.8% | -4.7% |
| 6M | -7.6% | +2.2% | -9.8% | -8.4% |
| YTD | -2.7% | +10.8% | -13.5% | -6.2% |
| 1Y | -5.0% | +11.2% | -16.2% | -8.5% |
| 3Y | +48.2% | +76.5% | -28.3% | +21.5% |
| All | +4.5% | +69.7% | -65.2% | -16.7% |
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