+250.1%
SPOT vs NRG
+347.2%
-97.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.5% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | +4.1% | -6.8% | +10.9% | +5.5% |
| 3M | +3.7% | -7.1% | +10.8% | +3.9% |
| 6M | -1.6% | -27.6% | +26.0% | +4.0% |
| YTD | -10.2% | -29.2% | +19.0% | -5.2% |
| 1Y | -25.9% | -29.9% | +4.0% | -22.1% |
| 3Y | +235.6% | +198.7% | +36.9% | +119.0% |
| 5Y | +110.6% | +192.9% | -82.3% | +36.4% |
| All | +250.1% | +347.2% | -97.1% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling