-27.3%
NRG vs STLA
-40.1%
+12.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.5% |
| 7D | -4.7% | -2.9% | -1.8% | -4.5% |
| 30D | -6.0% | +0.9% | -6.9% | -6.1% |
| 3M | -8.0% | -21.6% | +13.7% | -6.2% |
| 6M | -23.2% | -21.6% | -1.5% | -21.9% |
| YTD | -28.1% | -50.4% | +22.4% | -24.3% |
| 1Y | -27.3% | -43.6% | +16.3% | -24.8% |
| All | -27.3% | -40.1% | +12.9% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling