+242.7%
NZF vs SPY
+1,031.3%
-788.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | -2.7% | +2.6% | -5.3% | -3.3% |
| 30D | +4.7% | -2.0% | +6.7% | +5.2% |
| 3M | -8.5% | -2.8% | -5.7% | -7.9% |
| 6M | -7.7% | +2.1% | -9.8% | -8.2% |
| YTD | -5.3% | +11.5% | -16.8% | -7.8% |
| 1Y | -5.2% | +13.5% | -18.6% | -8.1% |
| 3Y | +27.8% | +77.7% | -49.9% | +10.9% |
| 5Y | -11.4% | +72.6% | -84.0% | -23.1% |
| 10Y | +40.3% | +308.2% | -267.9% | -1.2% |
| All | +242.7% | +1,031.3% | -788.6% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling