+1,000.3%
NEE vs STLA
+263.8%
+736.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +1.9% | +2.6% | -0.6% | +1.7% |
| 30D | -2.2% | -1.2% | -0.9% | -2.1% |
| 3M | -1.2% | -24.8% | +23.6% | +1.0% |
| 6M | -8.6% | -25.6% | +17.0% | -6.6% |
| YTD | +6.2% | -48.9% | +55.1% | +11.6% |
| 1Y | +21.1% | -38.8% | +59.9% | +24.8% |
| 3Y | +36.4% | -64.5% | +100.9% | +45.9% |
| 5Y | +11.4% | -62.4% | +73.8% | +17.2% |
| 10Y | +250.0% | +55.4% | +194.6% | +229.7% |
| All | +1,000.3% | +263.8% | +736.5% | +899.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling