+1,065.2%
NRG vs STRL
+7,221.5%
-6,156.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +0.3% |
| 7D | -4.7% | +5.0% | -9.7% | -5.8% |
| 30D | -6.0% | -6.9% | +0.9% | -4.4% |
| 3M | -8.0% | -39.1% | +31.1% | +2.6% |
| 6M | -23.2% | +21.5% | -44.7% | -30.2% |
| YTD | -28.1% | +66.9% | -94.9% | -39.7% |
| 1Y | -27.3% | +61.6% | -88.9% | -38.9% |
| 3Y | +208.7% | +560.0% | -351.3% | +86.7% |
| 5Y | +197.7% | +2,238.9% | -2,041.2% | +37.3% |
| All | +1,065.2% | +7,221.5% | -6,156.3% | +297.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling