NFCI vs. SPX weekly return

cor.test((weeklyReturn(GSPC[,4]) %>% filter(.,rep(1/4,4)) %>% na.omit() %>% last(.,308) )[1:300],(NFCI %>% last(.,300) ))

Pearson's product-moment correlation
data: (weeklyReturn(GSPC[, 4]) %>% filter(., rep(1/4, 4)) %>% na.omit() %>% last(., 308))[1:300] and (NFCI %>% last(., 300))
t = -7.3183, df = 298, p-value = 2.345e-12
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
-0.4822374 -0.2898828
sample estimates:
cor
-0.3903111