+907.6%
NEE vs SCHG
+1,132.2%
-224.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 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% | -4.8% |
| 6M | -8.9% | +14.4% | -23.3% | -14.9% |
| YTD | +4.8% | +8.0% | -3.3% | +0.3% |
| 1Y | +18.7% | +12.7% | +6.0% | +11.2% |
| 3Y | +33.2% | +85.6% | -52.4% | -6.2% |
| 5Y | +10.9% | +85.5% | -74.7% | -23.7% |
| 10Y | +251.8% | +456.0% | -204.2% | +32.6% |
| All | +907.6% | +1,132.2% | -224.7% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling