+99.6%
STM vs NRG
-18.6%
+118.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.5% | -0.3% |
| 7D | +5.8% | +7.1% | -1.3% | +3.3% |
| 30D | -1.0% | -1.4% | +0.4% | -0.8% |
| 3M | -33.3% | -10.5% | -22.8% | -31.6% |
| 6M | +57.4% | -26.7% | +84.1% | +69.9% |
| YTD | +102.2% | -24.5% | +126.7% | +116.0% |
| 1Y | +99.6% | -18.6% | +118.2% | +117.6% |
| All | +99.6% | -18.6% | +118.2% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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