+3.1%
NEE vs SAP
-5.5%
+8.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.8% | -2.5% | -0.3% | -2.9% |
| 30D | +9.5% | +7.5% | +2.1% | +10.3% |
| 3M | +1.0% | +11.6% | -10.6% | +2.2% |
| 6M | -8.0% | +37.6% | -45.6% | -4.7% |
| YTD | +9.4% | -2.0% | +11.4% | +11.0% |
| 1Y | +3.1% | -6.4% | +9.5% | +4.9% |
| All | +3.1% | -5.5% | +8.7% | +4.9% |
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 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