+3.1%
NEE vs STLA
-61.0%
+64.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.2% |
| 7D | -2.8% | -11.6% | +8.8% | -2.5% |
| 30D | +9.5% | -6.2% | +15.7% | +9.8% |
| 3M | +1.0% | -24.6% | +25.6% | +1.5% |
| 6M | -8.0% | -44.9% | +36.9% | -7.2% |
| YTD | +9.4% | -62.3% | +71.7% | +11.3% |
| 1Y | +3.1% | -61.8% | +65.0% | +4.6% |
| All | +3.1% | -61.0% | +64.2% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling