+203.7%
NRG vs STLA
-66.9%
+270.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -0.2% | -3.8% | +3.7% | +0.5% |
| 30D | -6.8% | -3.1% | -3.7% | -6.4% |
| 3M | -7.1% | -19.6% | +12.5% | -3.9% |
| 6M | -27.6% | -23.5% | -4.1% | -24.6% |
| YTD | -29.2% | -51.5% | +22.3% | -20.3% |
| 1Y | -29.9% | -39.7% | +9.8% | -25.8% |
| All | +203.7% | -66.9% | +270.6% | +245.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling