+245.4%
NEE vs SAN
+347.0%
-101.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.9% | -2.8% | +0.9% | -1.5% |
| 30D | -3.1% | -0.5% | -2.6% | -3.1% |
| 3M | -2.4% | +22.7% | -25.2% | -5.4% |
| 6M | -8.6% | +28.8% | -37.4% | -12.2% |
| YTD | +4.9% | +26.3% | -21.3% | +0.7% |
| 1Y | +19.4% | +48.8% | -29.5% | +11.6% |
| 3Y | +34.9% | +347.2% | -312.4% | +5.5% |
| 5Y | +11.0% | +383.8% | -372.7% | -15.9% |
| All | +245.4% | +347.0% | -101.6% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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