+1,065.2%
NRG vs STT
+271.9%
+793.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -4.7% | -0.4% | -4.2% | -4.5% |
| 30D | -6.0% | +1.7% | -7.7% | -6.7% |
| 3M | -8.0% | +17.9% | -25.9% | -14.2% |
| 6M | -23.2% | +55.3% | -78.4% | -36.3% |
| YTD | -28.1% | +52.7% | -80.7% | -40.1% |
| 1Y | -27.3% | +75.7% | -102.9% | -42.9% |
| 3Y | +208.7% | +197.9% | +10.7% | +95.1% |
| 5Y | +197.7% | +158.8% | +38.9% | +91.9% |
| All | +1,065.2% | +271.9% | +793.2% | +420.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling