+1,391.6%
NEE vs SIMO
+3,332.4%
-1,940.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.5% | -1.3% |
| 7D | +1.9% | +4.2% | -2.3% | +1.6% |
| 30D | -2.2% | +4.1% | -6.2% | -2.7% |
| 3M | -1.2% | -12.9% | +11.7% | -1.2% |
| 6M | -8.6% | +110.3% | -118.9% | -14.8% |
| YTD | +6.2% | +178.6% | -172.4% | -3.4% |
| 1Y | +21.1% | +220.0% | -198.9% | +8.8% |
| 3Y | +36.4% | +409.0% | -372.6% | +16.8% |
| 5Y | +11.4% | +277.3% | -266.0% | -4.0% |
| 10Y | +250.0% | +506.6% | -256.6% | +182.2% |
| All | +1,391.6% | +3,332.4% | -1,940.8% | +788.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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