+111.9%
NXG vs SPY
+81.0%
+30.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.8% |
| 7D | +4.7% | -0.4% | +5.0% | +5.0% |
| 30D | -4.8% | -1.4% | -3.4% | -3.8% |
| 3M | +1.5% | +3.7% | -2.2% | -1.5% |
| 6M | +19.0% | +13.0% | +6.0% | +7.4% |
| YTD | +22.7% | +12.4% | +10.3% | +11.1% |
| 1Y | +39.1% | +18.5% | +20.6% | +20.4% |
| 3Y | +123.6% | +77.6% | +46.0% | +33.9% |
| 5Y | +111.9% | +81.7% | +30.2% | +24.3% |
| All | +111.9% | +81.0% | +30.9% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling