+252.8%
SPOT vs NRG
+354.4%
-101.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.4% |
| 7D | -3.1% | -4.7% | +1.6% | -2.0% |
| 30D | +7.4% | -6.0% | +13.4% | +8.6% |
| 3M | +8.2% | -8.0% | +16.1% | +8.7% |
| 6M | +2.2% | -23.2% | +25.4% | +6.5% |
| YTD | -9.5% | -28.1% | +18.6% | -4.8% |
| 1Y | -23.8% | -27.3% | +3.4% | -20.7% |
| 3Y | +233.5% | +208.7% | +24.8% | +115.8% |
| 5Y | +112.2% | +197.7% | -85.5% | +37.0% |
| All | +252.8% | +354.4% | -101.6% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling