+18.7%
NEE vs SBAC
-2.5%
+21.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | -1.3% | -2.1% | +0.8% | -1.1% |
| 30D | -3.3% | +2.0% | -5.3% | -3.6% |
| 3M | -2.3% | -8.3% | +6.0% | -1.0% |
| 6M | -8.9% | +0.3% | -9.2% | -7.5% |
| YTD | +4.8% | -2.2% | +7.0% | +6.8% |
| 1Y | +18.7% | -4.6% | +23.4% | +19.7% |
| All | +18.7% | -2.5% | +21.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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