+4.3%
NEE vs SAP
-5.7%
+9.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +8.6% | +6.5% | +2.1% | +9.3% |
| 3M | -0.3% | +12.2% | -12.5% | +0.9% |
| 6M | -8.9% | +46.1% | -55.0% | -4.9% |
| YTD | +8.3% | -1.6% | +10.0% | +9.9% |
| 1Y | +4.3% | -5.1% | +9.4% | +5.8% |
| All | +4.3% | -5.7% | +9.9% | +5.8% |
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