+247.9%
NZF vs SPY
+1,039.4%
-791.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -1.0% | -0.9% | 0.0% | -0.8% |
| 30D | +4.8% | -2.4% | +7.2% | +5.4% |
| 3M | -6.0% | -1.2% | -4.9% | -5.8% |
| 6M | -6.7% | +3.3% | -10.0% | -7.5% |
| YTD | -3.9% | +12.3% | -16.2% | -6.6% |
| 1Y | -4.2% | +12.4% | -16.7% | -7.0% |
| 3Y | +29.6% | +78.8% | -49.2% | +12.3% |
| 5Y | -10.1% | +75.2% | -85.3% | -22.3% |
| 10Y | +42.4% | +311.1% | -268.7% | +0.1% |
| All | +247.9% | +1,039.4% | -791.5% | +94.2% |
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 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