+454.9%
NEE vs SFM
+44.5%
+410.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | -2.8% | -7.1% | +4.3% | -2.2% |
| 30D | +9.5% | -21.4% | +30.9% | +11.2% |
| 3M | +1.0% | -40.1% | +41.1% | +4.7% |
| 6M | -8.0% | -38.0% | +30.0% | -5.1% |
| YTD | +9.4% | -36.5% | +46.0% | +12.3% |
| 1Y | +3.1% | -35.2% | +38.3% | +5.6% |
| 3Y | +70.5% | +23.5% | +47.0% | +60.8% |
| 5Y | +15.2% | +109.7% | -94.5% | +2.6% |
| 10Y | +291.2% | +132.6% | +158.6% | +236.2% |
| All | +454.9% | +44.5% | +410.4% | +384.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling