This study examines the effect of strategic-finance orientation on the performance of non-financial firms listed on the Nigerian Exchange Group (NGX) — formerly the Nigerian Stock Exchange (NSE) — over the period 2014 to 2024. Strategic-finance orientation is operationalised through four dimensions: analytics orientation, strategic financial involvement, cross-functional integration, and long-term value focus. An ex-post facto longitudinal panel design is applied to 74 continuously listed non-financial firms, generating 826 firm-year observations. Fixed-effects panel regression with cluster-robust standard errors serves as the primary estimator, while System Generalised Method of Moments (System GMM) is applied as a robustness check to address endogeneity. The findings reveal that all four orientation dimensions significantly and positively predict return on assets (ROA) and Tobin’s Q. Strategic financial involvement, cross-functional integration, and long-term value focus further predict total asset turnover, while analytics orientation does not, indicating domain-specific performance pathways. Leverage and monetary policy tightening exert significant negative effects across models. Policy implications are drawn for board design, Chief Financial Officer (CFO) compensation architecture, and regulatory governance reform in Nigeria’s capital market.