-18.6%
NRG vs STT
+75.3%
-93.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.3% | +6.3% |
| 7D | +7.1% | +0.5% | +6.6% | +6.9% |
| 30D | -1.4% | +3.9% | -5.3% | -3.2% |
| 3M | -10.5% | +20.0% | -30.4% | -17.5% |
| 6M | -26.7% | +55.3% | -82.1% | -40.0% |
| YTD | -24.5% | +53.3% | -77.9% | -37.9% |
| 1Y | -18.6% | +74.7% | -93.3% | -36.3% |
| All | -18.6% | +75.3% | -93.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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