+121.8%
NRG vs STT
+182.6%
-60.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +10.0% | +4.8% | +5.2% | +7.2% |
| 30D | -3.2% | +3.9% | -7.2% | -5.5% |
| 3M | -18.5% | -8.2% | -10.4% | -14.6% |
| 6M | -25.3% | +15.6% | -40.9% | -31.5% |
| YTD | -38.1% | +37.6% | -75.8% | -49.3% |
| 1Y | -40.7% | +50.1% | -90.8% | -54.0% |
| 3Y | +121.8% | +183.1% | -61.3% | +22.1% |
| All | +121.8% | +182.6% | -60.8% | +22.1% |
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