+81.7%
NXG vs SPY
+568.1%
-486.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +10.9% | +3.3% | +7.6% | +7.8% |
| 30D | -17.9% | -2.7% | -15.2% | -15.6% |
| 3M | -22.8% | -1.7% | -21.0% | -21.3% |
| 6M | -16.7% | +3.1% | -19.8% | -18.7% |
| YTD | +2.1% | +11.9% | -9.8% | -7.8% |
| 1Y | +5.0% | +12.0% | -7.0% | -5.3% |
| 3Y | +126.7% | +78.2% | +48.5% | +31.6% |
| 5Y | +63.4% | +73.2% | -9.9% | -2.9% |
| 10Y | +103.9% | +309.6% | -205.7% | -43.6% |
| All | +81.7% | +568.1% | -486.4% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling