+66.8%
NEE vs SITM
+4,789.7%
-4,722.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.5% |
| 7D | -1.3% | +3.9% | -5.2% | -1.6% |
| 30D | -3.3% | -6.6% | +3.3% | -3.0% |
| 3M | -2.3% | -11.9% | +9.6% | -2.2% |
| 6M | -8.9% | +81.1% | -90.0% | -13.6% |
| YTD | +4.8% | +80.0% | -75.2% | -1.1% |
| 1Y | +18.7% | +145.8% | -127.1% | +9.0% |
| 3Y | +33.2% | +475.9% | -442.6% | +8.6% |
| 5Y | +10.9% | +189.2% | -178.4% | -9.5% |
| All | +66.8% | +4,789.7% | -4,722.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling