+449.3%
NEE vs SFM
+48.8%
+400.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -2.1% | +6.0% | -8.2% | -2.6% |
| 30D | +8.6% | -19.5% | +28.1% | +10.1% |
| 3M | -0.3% | -37.0% | +36.7% | +2.9% |
| 6M | -8.9% | -41.0% | +32.1% | -5.7% |
| YTD | +8.3% | -34.6% | +43.0% | +10.9% |
| 1Y | +4.3% | -36.3% | +40.5% | +6.9% |
| 3Y | +70.7% | +24.5% | +46.2% | +61.0% |
| 5Y | +12.8% | +115.9% | -103.1% | +0.2% |
| 10Y | +287.2% | +139.5% | +147.7% | +232.0% |
| All | +449.3% | +48.8% | +400.5% | +378.4% |
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 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