+3.1%
NPFD vs SPY
+71.9%
-68.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | -2.3% | -0.9% | -1.4% | -2.1% |
| 30D | -4.6% | -2.4% | -2.3% | -3.9% |
| 3M | -7.8% | -1.2% | -6.6% | -7.5% |
| 6M | -8.8% | +3.3% | -12.1% | -9.9% |
| YTD | -3.9% | +12.3% | -16.2% | -7.8% |
| 1Y | -6.1% | +12.4% | -18.5% | -9.9% |
| 3Y | +46.3% | +78.8% | -32.5% | +19.4% |
| All | +3.1% | +71.9% | -68.8% | -18.2% |
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