+180.5%
STM vs NRG
+1,284.9%
-1,104.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +12.0% | +10.0% | +2.0% | +8.4% |
| 30D | -0.4% | -3.2% | +2.9% | +0.7% |
| 3M | -13.2% | -18.5% | +5.3% | -7.5% |
| 6M | -26.1% | -25.3% | -0.8% | -19.4% |
| YTD | +81.2% | -38.1% | +119.3% | +108.1% |
| 1Y | +98.3% | -40.7% | +139.0% | +130.4% |
| 3Y | +16.7% | +121.8% | -105.0% | -18.3% |
| 5Y | -4.8% | +209.2% | -214.1% | -41.6% |
| 10Y | +468.8% | +981.4% | -512.6% | +117.2% |
| All | +180.5% | +1,284.9% | -1,104.4% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling