+10.1%
NEE vs SGI
+56.1%
-46.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -1.7% | +5.5% | -7.2% | -2.5% |
| 3M | -1.8% | -3.6% | +1.8% | -1.6% |
| 6M | -8.8% | -15.0% | +6.2% | -7.2% |
| YTD | +5.2% | -23.0% | +28.2% | +8.4% |
| 1Y | +21.3% | -18.4% | +39.8% | +23.6% |
| 3Y | +35.2% | +57.8% | -22.6% | +21.4% |
| 5Y | +10.1% | +51.5% | -41.3% | -7.5% |
| All | +10.1% | +56.1% | -46.0% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling