+245.4%
NEE vs SGI
+266.5%
-21.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.9% | +0.1% |
| 7D | -1.9% | -4.9% | +3.0% | -1.4% |
| 30D | -3.1% | +1.6% | -4.7% | -3.4% |
| 3M | -2.4% | -3.2% | +0.7% | -2.3% |
| 6M | -8.6% | -16.0% | +7.4% | -7.3% |
| YTD | +4.9% | -25.4% | +30.4% | +7.7% |
| 1Y | +19.4% | -21.6% | +41.0% | +21.7% |
| 3Y | +34.9% | +52.9% | -18.0% | +25.9% |
| 5Y | +11.0% | +47.5% | -36.5% | +1.4% |
| All | +245.4% | +266.5% | -21.1% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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