+10.9%
NEE vs SAP
+56.2%
-45.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -0.2% | +2.6% | -2.8% | -0.7% |
| 3M | +0.5% | +16.3% | -15.7% | -1.8% |
| 6M | -6.5% | +6.4% | -12.9% | -7.4% |
| YTD | +6.7% | -11.4% | +18.1% | +9.2% |
| 1Y | +23.6% | -20.4% | +44.0% | +29.7% |
| 3Y | +37.1% | +56.5% | -19.4% | +15.5% |
| 5Y | +10.9% | +56.8% | -45.9% | -10.8% |
| All | +10.9% | +56.2% | -45.3% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling