+10.9%
NEE vs SAN
+381.9%
-371.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 6M | -6.5% | +36.0% | -42.5% | -10.3% |
| YTD | +6.7% | +28.2% | -21.5% | +2.8% |
| 1Y | +23.6% | +54.1% | -30.5% | +15.8% |
| 3Y | +37.1% | +354.2% | -317.1% | +9.2% |
| 5Y | +10.9% | +387.3% | -376.4% | -15.5% |
| All | +10.9% | +381.9% | -371.0% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling