+9,820.9%
STX vs NRG
+1,598.0%
+8,222.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.3% |
| 7D | +10.7% | +9.3% | +1.5% | +7.5% |
| 30D | +11.3% | +1.3% | +10.0% | +10.7% |
| 3M | +3.2% | -6.0% | +9.2% | +5.0% |
| 6M | +157.0% | -22.0% | +178.9% | +176.6% |
| YTD | +229.2% | -24.1% | +253.3% | +257.3% |
| 1Y | +381.8% | -18.0% | +399.9% | +410.0% |
| 3Y | +1,383.2% | +220.0% | +1,163.1% | +862.5% |
| 5Y | +1,144.9% | +201.1% | +943.8% | +706.9% |
| 10Y | +3,676.0% | +1,085.1% | +2,590.9% | +1,299.3% |
| All | +9,820.9% | +1,598.0% | +8,222.9% | +3,294.3% |
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