+281.9%
NEE vs SLB
-15.8%
+297.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +2.2% | -3.7% | +5.8% | +2.5% |
| 30D | +12.3% | +2.9% | +9.3% | +11.9% |
| 3M | +3.4% | +0.2% | +3.2% | +3.2% |
| 6M | -5.3% | -4.4% | -0.9% | -5.3% |
| YTD | +10.6% | +33.4% | -22.9% | +6.9% |
| 1Y | +6.5% | +40.8% | -34.3% | +2.3% |
| 3Y | +73.5% | +3.2% | +70.3% | +70.2% |
| 5Y | +17.0% | +64.8% | -47.8% | +8.0% |
| 10Y | +281.9% | -16.6% | +298.4% | +194.1% |
| All | +281.9% | -15.8% | +297.7% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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