+203.7%
NRG vs STT
+194.3%
+9.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -0.2% | -1.4% | +1.2% | +0.6% |
| 30D | -6.8% | +2.2% | -9.0% | -8.0% |
| 3M | -7.1% | +18.8% | -26.0% | -15.9% |
| 6M | -27.6% | +57.9% | -85.5% | -44.7% |
| YTD | -29.2% | +51.0% | -80.2% | -44.6% |
| 1Y | -29.9% | +77.1% | -107.0% | -50.3% |
| All | +203.7% | +194.3% | +9.5% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling