-49.7%
NRG vs SPXS
-30.2%
-19.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.9% | -8.6% | -15.5% |
| 7D | -13.7% | +2.2% | -15.9% | -12.8% |
| 30D | -13.6% | +3.8% | -17.3% | -11.8% |
| 3M | -28.5% | +3.3% | -31.8% | -26.8% |
| 6M | -45.8% | -16.7% | -29.1% | -49.5% |
| YTD | -46.9% | -28.5% | -18.4% | -53.3% |
| 1Y | -49.7% | -30.4% | -19.3% | -55.9% |
| All | -49.7% | -30.2% | -19.5% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling