+33.8%
NEE vs SGI
+55.1%
-21.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -1.7% | +5.5% | -7.2% | -2.4% |
| 3M | -1.8% | -3.6% | +1.8% | -1.6% |
| 6M | -8.8% | -15.0% | +6.2% | -7.4% |
| YTD | +5.2% | -23.0% | +28.2% | +8.1% |
| 1Y | +21.3% | -18.4% | +39.8% | +23.4% |
| All | +33.8% | +55.1% | -21.3% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling