+10.9%
NEE vs STLA
-62.5%
+73.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.8% |
| 7D | +1.1% | +0.7% | +0.3% | +1.0% |
| 30D | -0.2% | -2.4% | +2.1% | -0.1% |
| 3M | +0.5% | -23.9% | +24.4% | +3.4% |
| 6M | -6.5% | -24.6% | +18.1% | -4.1% |
| YTD | +6.7% | -50.5% | +57.2% | +14.7% |
| 1Y | +23.6% | -39.8% | +63.4% | +28.5% |
| 3Y | +37.1% | -65.6% | +102.8% | +52.7% |
| 5Y | +10.9% | -62.1% | +73.0% | +15.9% |
| All | +10.9% | -62.5% | +73.4% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling