+244.8%
NEE vs SCHG
+459.0%
-214.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | -1.3% | -1.0% | -0.3% | -0.9% |
| 30D | -3.3% | -1.3% | -2.1% | -2.8% |
| 3M | -2.3% | +5.4% | -7.7% | -4.7% |
| 6M | -8.9% | +14.4% | -23.3% | -14.7% |
| YTD | +4.8% | +8.0% | -3.3% | +0.5% |
| 1Y | +18.7% | +12.7% | +6.0% | +11.4% |
| 3Y | +33.2% | +85.6% | -52.4% | -6.2% |
| 5Y | +10.9% | +85.5% | -74.7% | -23.8% |
| All | +244.8% | +459.0% | -214.2% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling