+121.8%
NRG vs STRL
+341.0%
-219.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | 0.0% |
| 7D | +10.0% | +15.7% | -5.7% | +4.8% |
| 30D | -3.2% | -35.5% | +32.2% | +10.3% |
| 3M | -18.5% | -47.1% | +28.6% | -1.7% |
| 6M | -25.3% | -65.8% | +40.5% | +0.7% |
| YTD | -38.1% | -4.5% | -33.6% | -44.4% |
| 1Y | -40.7% | -10.5% | -30.2% | -45.5% |
| 3Y | +121.8% | +340.6% | -218.9% | +29.6% |
| All | +121.8% | +341.0% | -219.3% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling