+193.5%
NRG vs STZ
-37.6%
+231.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -4.7% | -4.5% | -0.2% | -3.9% |
| 30D | -6.0% | -8.6% | +2.6% | -4.4% |
| 3M | -8.0% | -13.8% | +5.8% | -5.5% |
| 6M | -23.2% | -17.2% | -6.0% | -20.5% |
| YTD | -28.1% | -9.4% | -18.7% | -27.6% |
| 1Y | -27.3% | -11.9% | -15.4% | -26.4% |
| 3Y | +208.7% | -49.6% | +258.3% | +262.5% |
| All | +193.5% | -37.6% | +231.1% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 5y: compounded portfolio wealth divided by compounded STZ 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…
5y analysis · Full analysis span regression · 6 months rolling