-27.3%
NRG vs STT
+78.9%
-106.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | -4.7% | -0.4% | -4.2% | -4.5% |
| 30D | -6.0% | +1.7% | -7.7% | -6.8% |
| 3M | -8.0% | +17.9% | -25.9% | -15.0% |
| 6M | -23.2% | +55.3% | -78.4% | -38.0% |
| YTD | -28.1% | +52.7% | -80.7% | -41.6% |
| 1Y | -27.3% | +75.7% | -102.9% | -45.4% |
| All | -27.3% | +78.9% | -106.2% | -45.4% |
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