+33.2%
NEE vs SHAK
-2.6%
+35.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.3% |
| 7D | -1.3% | -8.3% | +6.9% | -1.0% |
| 30D | -3.3% | -12.6% | +9.3% | -2.8% |
| 3M | -2.3% | +9.1% | -11.4% | -2.8% |
| 6M | -8.9% | -31.2% | +22.4% | -7.6% |
| YTD | +4.8% | -21.6% | +26.4% | +5.2% |
| 1Y | +18.7% | -38.8% | +57.5% | +21.0% |
| 3Y | +33.2% | +0.6% | +32.6% | +10.4% |
| All | +33.2% | -2.6% | +35.9% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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