+3,343.4%
STX vs NRG
+1,083.9%
+2,259.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -4.3% |
| 7D | -2.3% | -4.7% | +2.4% | -0.7% |
| 30D | -5.5% | -6.0% | +0.5% | -3.7% |
| 3M | -4.3% | -8.0% | +3.7% | -2.0% |
| 6M | +115.6% | -23.2% | +138.8% | +132.3% |
| YTD | +202.2% | -28.1% | +230.2% | +231.8% |
| 1Y | +325.3% | -27.3% | +352.6% | +366.4% |
| 3Y | +1,283.9% | +208.7% | +1,075.3% | +882.7% |
| 5Y | +1,048.3% | +197.7% | +850.7% | +711.0% |
| All | +3,343.4% | +1,083.9% | +2,259.5% | +1,801.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling