+285.0%
NEE vs SFM
+137.0%
+148.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -3.4% | -0.4% | -2.9% | -3.3% |
| 30D | +9.0% | -19.2% | +28.3% | +10.7% |
| 3M | +0.2% | -40.3% | +40.5% | +4.6% |
| 6M | -8.5% | -40.9% | +32.4% | -4.6% |
| YTD | +8.6% | -35.5% | +44.1% | +11.7% |
| 1Y | +2.2% | -37.4% | +39.6% | +5.4% |
| 3Y | +69.1% | +25.5% | +43.6% | +55.5% |
| 5Y | +13.0% | +113.0% | -100.0% | -3.9% |
| All | +285.0% | +137.0% | +148.0% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling