+6.1%
NPFD vs SPY
+70.3%
-64.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -1.8% | -3.3% | +1.6% | -0.7% |
| 3M | -3.9% | -2.4% | -1.5% | -3.2% |
| 6M | -6.2% | +2.6% | -8.8% | -7.1% |
| YTD | -1.2% | +11.2% | -12.4% | -4.8% |
| 1Y | -3.6% | +13.4% | -17.0% | -7.8% |
| 3Y | +51.4% | +79.9% | -28.5% | +23.4% |
| All | +6.1% | +70.3% | -64.2% | -15.6% |
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