+2.6%
NPFD vs SPY
+71.3%
-68.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | +3.3% | -4.1% | -1.9% |
| 30D | -5.2% | -2.7% | -2.5% | -4.3% |
| 3M | -7.9% | -1.7% | -6.1% | -7.4% |
| 6M | -8.7% | +3.1% | -11.8% | -9.7% |
| YTD | -4.4% | +11.9% | -16.3% | -8.1% |
| 1Y | -6.0% | +12.0% | -18.0% | -9.7% |
| 3Y | +45.6% | +78.2% | -32.6% | +19.0% |
| All | +2.6% | +71.3% | -68.7% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling