+253.2%
NEE vs SAP
+175.9%
+77.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | -1.7% | +0.3% | -2.0% | -1.9% |
| 3M | -1.8% | +16.9% | -18.7% | -5.6% |
| 6M | -8.8% | +6.3% | -15.2% | -10.8% |
| YTD | +5.2% | -12.4% | +17.6% | +7.2% |
| 1Y | +21.3% | -21.6% | +43.0% | +27.2% |
| 3Y | +35.2% | +54.8% | -19.6% | +13.8% |
| 5Y | +10.1% | +56.2% | -46.0% | -9.7% |
| 10Y | +253.2% | +179.0% | +74.2% | +126.9% |
| All | +253.2% | +175.9% | +77.3% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling