+542.5%
NRG vs SPXU
-100.0%
+642.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | +1.3% | -10.6% |
| 6M | -23.2% | -30.7% | +7.5% | -31.1% |
| YTD | -28.1% | -28.1% | +0.1% | -34.2% |
| 1Y | -27.3% | -35.2% | +8.0% | -35.1% |
| 3Y | +208.7% | -79.9% | +288.6% | +110.3% |
| 5Y | +197.7% | -86.4% | +284.0% | +104.7% |
| 10Y | +1,103.3% | -99.5% | +1,202.9% | +261.6% |
| All | +542.5% | -100.0% | +642.5% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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