+211.5%
STM vs NRG
+1,598.0%
-1,386.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +5.2% | +9.3% | -4.0% | +2.1% |
| 30D | -7.4% | +1.3% | -8.6% | -8.0% |
| 3M | -30.6% | -6.0% | -24.7% | -30.0% |
| 6M | +66.4% | -22.0% | +88.3% | +78.1% |
| YTD | +101.1% | -24.1% | +125.3% | +116.4% |
| 1Y | +97.4% | -18.0% | +115.4% | +105.3% |
| 3Y | +21.1% | +220.0% | -198.9% | -25.1% |
| 5Y | +22.5% | +201.1% | -178.7% | -24.2% |
| 10Y | +657.6% | +1,085.1% | -427.5% | +179.1% |
| All | +211.5% | +1,598.0% | -1,386.5% | +9.3% |
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