+167.9%
NEE vs SE
+553.8%
-385.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | -1.3% | -5.2% | +3.9% | -0.9% |
| 30D | -3.3% | -17.1% | +13.7% | -1.9% |
| 3M | -2.3% | +24.0% | -26.2% | -4.2% |
| 6M | -8.9% | +21.0% | -29.8% | -10.8% |
| YTD | +4.8% | -16.7% | +21.5% | +5.5% |
| 1Y | +18.7% | -45.9% | +64.7% | +23.8% |
| 3Y | +33.2% | +177.8% | -144.6% | +16.7% |
| 5Y | +10.9% | -67.4% | +78.2% | +14.4% |
| All | +167.9% | +553.8% | -385.8% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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