-27.3%
NRG vs SPXS
-36.2%
+8.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.5% |
| 7D | -4.7% | +2.5% | -7.2% | -3.5% |
| 30D | -6.0% | +4.2% | -10.2% | -3.9% |
| 3M | -8.0% | -9.3% | +1.4% | -12.1% |
| 6M | -23.2% | -30.7% | +7.5% | -35.1% |
| YTD | -28.1% | -28.1% | 0.0% | -37.3% |
| 1Y | -27.3% | -35.1% | +7.8% | -39.8% |
| All | -27.3% | -36.2% | +8.9% | -39.8% |
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 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