+11.0%
NEE vs SITM
+176.0%
-165.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | -1.9% | +4.8% | -6.8% | -2.1% |
| 30D | -3.1% | -9.7% | +6.6% | -2.8% |
| 3M | -2.4% | -9.3% | +6.9% | -2.5% |
| 6M | -8.6% | +69.5% | -78.1% | -11.5% |
| YTD | +4.9% | +70.5% | -65.6% | +1.3% |
| 1Y | +19.4% | +145.3% | -125.9% | +12.9% |
| 3Y | +34.9% | +432.8% | -397.9% | +16.7% |
| 5Y | +11.0% | +174.0% | -163.0% | -6.5% |
| All | +11.0% | +176.0% | -165.0% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling