+11.4%
NEE vs SAP
-5.6%
+17.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +5.2% |
| 7D | +9.2% | +1.3% | +7.9% | +9.2% |
| 30D | +16.0% | +15.5% | +0.4% | +17.5% |
| 3M | +2.2% | +22.8% | -20.6% | +4.3% |
| 6M | -6.0% | +42.5% | -48.5% | -2.4% |
| YTD | +12.6% | +0.5% | +12.0% | +14.7% |
| 1Y | +11.4% | -5.9% | +17.3% | +13.6% |
| All | +11.4% | -5.6% | +17.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling