+7,273.1%
NEE vs SHEL
+2,525.5%
+4,747.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | 0.0% |
| 7D | +1.1% | +1.9% | -0.9% | +0.7% |
| 30D | -0.2% | +8.7% | -8.9% | -1.6% |
| 3M | +0.5% | +11.0% | -10.4% | -1.4% |
| 6M | -6.5% | +14.6% | -21.1% | -8.9% |
| YTD | +6.7% | +33.3% | -26.6% | +1.2% |
| 1Y | +23.6% | +37.9% | -14.3% | +16.5% |
| 3Y | +37.1% | +69.7% | -32.6% | +24.3% |
| 5Y | +10.9% | +190.1% | -179.2% | -9.4% |
| 10Y | +245.4% | +197.0% | +48.4% | +168.8% |
| All | +7,273.1% | +2,525.5% | +4,747.6% | +4,969.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling