+4.3%
NEE vs SGI
-33.4%
+37.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.1% | -5.3% | +3.2% | -1.5% |
| 30D | +8.6% | -2.1% | +10.7% | +9.0% |
| 3M | -0.3% | -8.2% | +7.9% | +0.6% |
| 6M | -8.9% | -4.6% | -4.4% | -8.3% |
| YTD | +8.3% | -31.5% | +39.8% | +10.9% |
| 1Y | +4.3% | -30.8% | +35.1% | +6.6% |
| All | +4.3% | -33.4% | +37.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling