+1,034.0%
NEE vs STLA
+168.9%
+865.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | 0.0% |
| 7D | -2.8% | -11.6% | +8.8% | -1.8% |
| 30D | +9.5% | -6.2% | +15.7% | +10.0% |
| 3M | +1.0% | -24.6% | +25.6% | +3.2% |
| 6M | -8.0% | -44.9% | +36.9% | -3.6% |
| YTD | +9.4% | -62.3% | +71.7% | +17.8% |
| 1Y | +3.1% | -61.8% | +65.0% | +10.8% |
| 3Y | +70.5% | -75.3% | +145.8% | +87.8% |
| 5Y | +15.2% | -72.5% | +87.7% | +24.3% |
| 10Y | +291.2% | +0.8% | +290.4% | +279.5% |
| All | +1,034.0% | +168.9% | +865.1% | +954.5% |
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