+1,464.0%
NRG vs STRL
+9,314.8%
-7,850.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | -0.2% | +5.4% | -5.6% | -1.1% |
| 30D | -6.8% | -9.0% | +2.2% | -5.2% |
| 3M | -7.1% | -37.1% | +29.9% | +0.5% |
| 6M | -27.6% | +17.8% | -45.4% | -32.0% |
| YTD | -29.2% | +58.3% | -87.5% | -37.0% |
| 1Y | -29.9% | +61.0% | -90.9% | -38.1% |
| 3Y | +198.7% | +517.8% | -319.2% | +106.7% |
| 5Y | +192.9% | +2,119.0% | -1,926.1% | +62.9% |
| 10Y | +1,084.1% | +7,147.5% | -6,063.4% | +414.0% |
| All | +1,464.0% | +9,314.8% | -7,850.8% | +612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling