+171.6%
NEE vs SE
+589.8%
-418.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | +1.9% | -6.1% | +8.0% | +2.4% |
| 30D | -2.2% | -2.5% | +0.3% | -2.1% |
| 3M | -1.2% | +21.7% | -22.9% | -3.0% |
| 6M | -8.6% | +27.0% | -35.6% | -10.9% |
| YTD | +6.2% | -12.1% | +18.3% | +6.5% |
| 1Y | +21.1% | -40.9% | +62.0% | +25.4% |
| 3Y | +36.4% | +191.0% | -154.6% | +19.1% |
| 5Y | +11.4% | -68.3% | +79.6% | +15.4% |
| All | +171.6% | +589.8% | -418.2% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling