+438.4%
NEE vs SFM
+132.6%
+305.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -2.2% | -4.4% | +2.2% | -1.9% |
| 3M | -1.2% | +1.5% | -2.7% | -1.5% |
| 6M | -8.6% | +6.5% | -15.0% | -9.5% |
| YTD | +6.2% | +2.2% | +4.0% | +5.3% |
| 1Y | +21.1% | -41.9% | +63.0% | +25.6% |
| 3Y | +36.4% | +106.8% | -70.4% | +23.9% |
| 5Y | +11.4% | +231.6% | -220.2% | -4.0% |
| 10Y | +250.0% | +258.4% | -8.4% | +191.1% |
| All | +438.4% | +132.6% | +305.8% | +354.6% |
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