+21.3%
NEE vs SAP
-21.2%
+42.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.5% |
| 7D | -0.5% | -0.3% | -0.3% | -0.6% |
| 30D | -1.7% | +0.3% | -2.0% | -1.6% |
| 3M | -1.8% | +16.9% | -18.7% | -0.6% |
| 6M | -8.8% | +6.3% | -15.2% | -7.4% |
| YTD | +5.2% | -12.4% | +17.6% | +7.3% |
| 1Y | +21.3% | -21.6% | +43.0% | +26.3% |
| All | +21.3% | -21.2% | +42.6% | +26.3% |
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