+1,065.2%
NRG vs STLA
+55.1%
+1,010.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.1% |
| 7D | -4.7% | -2.9% | -1.8% | -4.0% |
| 30D | -6.0% | +0.9% | -6.9% | -6.3% |
| 3M | -8.0% | -21.6% | +13.7% | -3.2% |
| 6M | -23.2% | -21.6% | -1.5% | -19.6% |
| YTD | -28.1% | -50.4% | +22.4% | -17.1% |
| 1Y | -27.3% | -43.6% | +16.3% | -19.5% |
| 3Y | +208.7% | -66.4% | +275.1% | +274.7% |
| 5Y | +197.7% | -62.3% | +260.0% | +240.3% |
| All | +1,065.2% | +55.1% | +1,010.1% | +986.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling