+253.2%
NEE vs STLA
+46.8%
+206.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -1.7% | -5.2% | +3.5% | -1.2% |
| 3M | -1.8% | -24.9% | +23.0% | +1.3% |
| 6M | -8.8% | -25.2% | +16.3% | -6.2% |
| YTD | +5.2% | -51.4% | +56.6% | +13.7% |
| 1Y | +21.3% | -40.7% | +62.0% | +26.9% |
| 3Y | +35.2% | -66.3% | +101.5% | +50.3% |
| 5Y | +10.1% | -63.2% | +73.4% | +18.7% |
| 10Y | +253.2% | +48.7% | +204.5% | +222.2% |
| All | +253.2% | +46.8% | +206.5% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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