+1,048.0%
STX vs NRG
+194.8%
+853.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -4.4% |
| 7D | -2.3% | -4.7% | +2.4% | -0.4% |
| 30D | -5.5% | -6.0% | +0.5% | -3.3% |
| 3M | -4.3% | -8.0% | +3.7% | -1.6% |
| 6M | +115.6% | -23.2% | +138.8% | +135.6% |
| YTD | +202.2% | -28.1% | +230.2% | +237.7% |
| 1Y | +325.3% | -27.3% | +352.6% | +374.6% |
| 3Y | +1,283.9% | +208.7% | +1,075.3% | +775.4% |
| All | +1,048.0% | +194.8% | +853.2% | +638.1% |
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 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