+11.4%
NEE vs SFM
-35.8%
+47.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.2% | +4.8% |
| 7D | +9.2% | -12.3% | +21.4% | +9.1% |
| 30D | +16.0% | -16.2% | +32.2% | +16.1% |
| 3M | +2.2% | -36.8% | +39.0% | +2.7% |
| 6M | -6.0% | -32.6% | +26.6% | -5.7% |
| YTD | +12.6% | -31.7% | +44.3% | +11.3% |
| 1Y | +11.4% | -35.0% | +46.4% | +10.4% |
| All | +11.4% | -35.8% | +47.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling