+1,516.1%
NRG vs STZ
+749.4%
+766.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.0% | -3.7% |
| 7D | +3.9% | -6.0% | +9.9% | +5.9% |
| 30D | -3.0% | -8.9% | +5.9% | -0.1% |
| 3M | -10.9% | -12.6% | +1.6% | -7.4% |
| 6M | -25.3% | -17.2% | -8.1% | -21.1% |
| YTD | -26.8% | -10.0% | -16.8% | -25.5% |
| 1Y | -23.3% | -14.3% | -9.0% | -20.9% |
| 3Y | +208.6% | -49.9% | +258.5% | +273.4% |
| 5Y | +194.1% | -38.2% | +232.4% | +228.3% |
| 10Y | +1,123.6% | -12.0% | +1,135.6% | +1,068.5% |
| All | +1,516.1% | +749.4% | +766.7% | +563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling