+291.2%
NEE vs SAP
+231.4%
+59.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.8% | -2.5% | -0.3% | -2.3% |
| 30D | +9.5% | +7.5% | +2.1% | +7.9% |
| 3M | +1.0% | +11.6% | -10.6% | -1.4% |
| 6M | -8.0% | +37.6% | -45.6% | -14.9% |
| YTD | +9.4% | -2.0% | +11.4% | +8.9% |
| 1Y | +3.1% | -6.4% | +9.5% | +3.9% |
| 3Y | +70.5% | +67.7% | +2.8% | +41.8% |
| 5Y | +15.2% | +75.7% | -60.5% | -7.8% |
| 10Y | +291.2% | +229.3% | +61.9% | +144.1% |
| All | +291.2% | +231.4% | +59.8% | +144.1% |
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