+1,022.5%
NEE vs STLA
+150.0%
+872.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.1% | -13.8% | +11.7% | -0.9% |
| 30D | +8.6% | -10.5% | +19.2% | +9.5% |
| 3M | -0.3% | -28.9% | +28.6% | +2.3% |
| 6M | -8.9% | -49.7% | +40.8% | -3.9% |
| YTD | +8.3% | -64.9% | +73.3% | +17.3% |
| 1Y | +4.3% | -64.0% | +68.3% | +12.5% |
| 3Y | +70.7% | -77.4% | +148.2% | +89.4% |
| 5Y | +12.8% | -74.4% | +87.2% | +22.4% |
| 10Y | +287.2% | -6.4% | +293.6% | +278.0% |
| All | +1,022.5% | +150.0% | +872.6% | +950.2% |
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 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