+18.3%
STM vs NRG
+194.8%
-176.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | -1.4% | -4.7% | +3.3% | +0.1% |
| 30D | -4.9% | -6.0% | +1.0% | -3.2% |
| 3M | -34.0% | -8.0% | -26.0% | -33.0% |
| 6M | +51.8% | -23.2% | +75.0% | +62.9% |
| YTD | +99.4% | -28.1% | +127.4% | +117.5% |
| 1Y | +99.1% | -27.3% | +126.3% | +115.2% |
| 3Y | +19.5% | +208.7% | -189.2% | -29.7% |
| All | +18.3% | +194.8% | -176.5% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling