+2,685.5%
NEE vs SBAC
+2,188.2%
+497.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -3.4% | -2.7% | -0.6% | -3.1% |
| 30D | +9.0% | +3.3% | +5.8% | +8.7% |
| 3M | +0.2% | +3.3% | -3.1% | -0.2% |
| 6M | -8.5% | -10.9% | +2.5% | -7.7% |
| YTD | +8.6% | -1.0% | +9.5% | +8.2% |
| 1Y | +2.2% | -4.5% | +6.6% | +2.2% |
| 3Y | +69.1% | -8.7% | +77.8% | +69.7% |
| 5Y | +13.0% | -40.6% | +53.6% | +17.4% |
| 10Y | +288.0% | +109.4% | +178.6% | +270.8% |
| All | +2,685.5% | +2,188.2% | +497.3% | +2,116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling