+612.8%
NRG vs STLA
+252.7%
+360.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.1% |
| 7D | +9.3% | +0.7% | +8.5% | +9.1% |
| 30D | +1.3% | -2.4% | +3.6% | +1.6% |
| 3M | -6.0% | -23.9% | +17.9% | -1.7% |
| 6M | -22.0% | -24.6% | +2.7% | -18.5% |
| YTD | -24.1% | -50.5% | +26.4% | -15.3% |
| 1Y | -18.0% | -39.8% | +21.8% | -12.4% |
| 3Y | +220.0% | -65.6% | +285.7% | +270.6% |
| 5Y | +201.1% | -62.1% | +263.2% | +236.1% |
| 10Y | +1,085.1% | +47.8% | +1,037.3% | +940.1% |
| All | +612.8% | +252.7% | +360.1% | +524.2% |
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