+96.9%
NXG vs SPY
+307.0%
-210.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | +5.4% | +2.6% | +2.8% | +3.0% |
| 30D | -16.3% | -2.0% | -14.3% | -14.5% |
| 3M | -24.9% | -2.8% | -22.1% | -22.7% |
| 6M | -18.7% | +2.1% | -20.8% | -20.0% |
| YTD | +0.1% | +11.5% | -11.4% | -9.4% |
| 1Y | +3.9% | +13.5% | -9.5% | -7.4% |
| 3Y | +124.9% | +77.7% | +47.2% | +30.2% |
| 5Y | +60.1% | +72.6% | -12.5% | -5.0% |
| All | +96.9% | +307.0% | -210.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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