+2,006.5%
NEE vs SGI
+1,798.9%
+207.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | -0.3% | -8.2% | +7.9% | +0.5% |
| 6M | -8.9% | -4.6% | -4.4% | -8.8% |
| YTD | +8.3% | -31.5% | +39.8% | +12.0% |
| 1Y | +4.3% | -30.8% | +35.1% | +7.7% |
| 3Y | +70.7% | +67.2% | +3.5% | +58.7% |
| 5Y | +12.8% | +42.5% | -29.7% | +4.6% |
| 10Y | +287.2% | +321.9% | -34.6% | +203.3% |
| All | +2,006.5% | +1,798.9% | +207.6% | +1,075.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling