+2,624.8%
NEE vs SBAC
+2,208.1%
+416.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -2.2% | +6.9% | -9.1% | -2.8% |
| 3M | -1.2% | -8.2% | +7.1% | -0.5% |
| 6M | -8.6% | -1.6% | -6.9% | -8.7% |
| YTD | +6.2% | -0.1% | +6.3% | +5.8% |
| 1Y | +21.1% | -0.5% | +21.6% | +20.7% |
| 3Y | +36.4% | -9.1% | +45.5% | +36.9% |
| 5Y | +11.4% | -43.8% | +55.2% | +16.2% |
| 10Y | +250.0% | +80.5% | +169.5% | +237.5% |
| All | +2,624.8% | +2,208.1% | +416.6% | +2,067.3% |
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