+33.2%
NEE vs SHEL
+70.5%
-37.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -1.3% | +4.1% | -5.5% | -2.3% |
| 30D | -3.3% | +8.4% | -11.7% | -5.2% |
| 3M | -2.3% | +13.7% | -16.0% | -5.4% |
| 6M | -8.9% | +12.7% | -21.6% | -11.8% |
| YTD | +4.8% | +35.3% | -30.5% | -4.2% |
| 1Y | +18.7% | +39.4% | -20.6% | +7.5% |
| 3Y | +33.2% | +71.5% | -38.2% | +9.3% |
| All | +33.2% | +70.5% | -37.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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