-0.3%
SPOT vs NRG
-50.8%
+50.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -13.5% | +18.1% | +4.2% |
| 7D | +16.6% | -13.7% | +30.3% | +16.2% |
| 30D | +29.9% | -13.6% | +43.5% | +29.5% |
| 3M | +31.3% | -28.5% | +59.8% | +31.0% |
| 6M | +43.2% | -45.8% | +89.0% | +45.1% |
| YTD | +8.1% | -46.9% | +55.0% | +8.9% |
| 1Y | -0.3% | -49.7% | +49.4% | +0.8% |
| All | -0.3% | -50.8% | +50.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling