+37.1%
NEE vs SAN
+356.8%
-319.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +1.1% | +3.3% | -2.3% | +0.7% |
| 30D | -0.2% | +1.1% | -1.3% | -0.4% |
| 3M | +0.5% | +22.2% | -21.7% | -2.1% |
| 6M | -6.5% | +36.0% | -42.5% | -10.7% |
| YTD | +6.7% | +28.2% | -21.5% | +2.3% |
| 1Y | +23.6% | +54.1% | -30.5% | +14.2% |
| 3Y | +37.1% | +354.2% | -317.1% | -4.1% |
| All | +37.1% | +356.8% | -319.7% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling