+652.7%
NRG vs SPXS
-100.0%
+752.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -2.6% |
| 7D | -0.2% | +6.4% | -6.6% | +2.0% |
| 30D | -6.8% | +6.0% | -12.8% | -4.7% |
| 3M | -7.1% | -11.6% | +4.5% | -10.6% |
| 6M | -27.6% | -28.7% | +1.1% | -34.4% |
| YTD | -29.2% | -26.3% | -2.9% | -34.6% |
| 1Y | -29.9% | -34.9% | +5.0% | -37.3% |
| 3Y | +198.7% | -79.5% | +278.1% | +105.3% |
| 5Y | +192.9% | -85.9% | +278.8% | +103.9% |
| 10Y | +1,084.1% | -99.5% | +1,183.7% | +260.6% |
| All | +652.7% | -100.0% | +752.7% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling