-18.6%
NRG vs STRL
+76.3%
-94.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.8% | +0.7% | +4.9% |
| 7D | +7.1% | +3.4% | +3.7% | +6.2% |
| 30D | -1.4% | -9.2% | +7.8% | +1.0% |
| 3M | -10.5% | -51.0% | +40.6% | +5.2% |
| 6M | -26.7% | +15.8% | -42.5% | -35.4% |
| YTD | -24.5% | +58.9% | -83.4% | -41.8% |
| 1Y | -18.6% | +68.5% | -87.1% | -37.5% |
| All | -18.6% | +76.3% | -94.8% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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