+1,065.2%
NRG vs SPXS
-99.6%
+1,164.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.8% |
| 7D | -4.7% | +2.5% | -7.2% | -3.8% |
| 30D | -6.0% | +4.2% | -10.2% | -4.4% |
| 3M | -8.0% | -9.3% | +1.4% | -10.6% |
| 6M | -23.2% | -30.7% | +7.5% | -31.1% |
| YTD | -28.1% | -28.1% | 0.0% | -34.1% |
| 1Y | -27.3% | -35.1% | +7.8% | -34.9% |
| 3Y | +208.7% | -79.6% | +288.2% | +113.7% |
| 5Y | +197.7% | -86.3% | +283.9% | +107.5% |
| All | +1,065.2% | -99.6% | +1,164.7% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling