+260.7%
NZF vs SPY
+1,052.1%
-791.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | -3.8% | +2.0% | -5.8% | -4.3% |
| 6M | -3.2% | +13.0% | -16.3% | -6.0% |
| YTD | -0.3% | +13.5% | -13.9% | -3.3% |
| 1Y | +7.6% | +20.0% | -12.3% | +3.0% |
| 3Y | +30.4% | +77.2% | -46.7% | +13.3% |
| 5Y | -5.8% | +81.9% | -87.6% | -19.2% |
| 10Y | +34.1% | +314.1% | -279.9% | -5.9% |
| All | +260.7% | +1,052.1% | -791.4% | +101.0% |
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