+4,732.3%
NEE vs SAP
+2,475.8%
+2,256.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +2.2% | +1.6% | +0.5% | +1.9% |
| 30D | +12.3% | +10.5% | +1.7% | +10.8% |
| 3M | +3.4% | +15.2% | -11.8% | +1.4% |
| 6M | -5.3% | +36.7% | -42.0% | -9.6% |
| YTD | +10.6% | -0.6% | +11.1% | +9.5% |
| 1Y | +6.5% | -4.1% | +10.6% | +5.9% |
| 3Y | +73.5% | +73.2% | +0.3% | +58.2% |
| 5Y | +17.0% | +74.1% | -57.1% | +5.7% |
| 10Y | +281.9% | +222.9% | +58.9% | +216.8% |
| All | +4,732.3% | +2,475.8% | +2,256.5% | +3,277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling