+7,238.0%
NEE vs SAN
+2,116.5%
+5,121.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | +1.9% | +1.8% | +0.2% | +1.7% |
| 30D | -2.2% | +2.0% | -4.1% | -2.5% |
| 3M | -1.2% | +19.7% | -20.9% | -4.1% |
| 6M | -8.6% | +30.6% | -39.2% | -12.7% |
| YTD | +6.2% | +28.8% | -22.7% | +1.2% |
| 1Y | +21.1% | +57.8% | -36.7% | +11.6% |
| 3Y | +36.4% | +338.1% | -301.7% | +5.9% |
| 5Y | +11.4% | +384.2% | -372.9% | -16.7% |
| 10Y | +250.0% | +353.1% | -103.2% | +151.1% |
| All | +7,238.0% | +2,116.5% | +5,121.5% | +4,077.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling