+213.9%
NRG vs STRL
+526.3%
-312.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.1% |
| 7D | +3.9% | +8.2% | -4.4% | +1.4% |
| 30D | -3.0% | -6.3% | +3.3% | -1.2% |
| 3M | -10.9% | -41.2% | +30.3% | +2.9% |
| 6M | -25.3% | +20.4% | -45.6% | -35.2% |
| YTD | -26.8% | +61.7% | -88.5% | -43.1% |
| 1Y | -23.3% | +72.7% | -96.0% | -42.5% |
| All | +213.9% | +526.3% | -312.4% | +63.5% |
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 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