+7,547.6%
NEE vs SLB
+825.9%
+6,721.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.6% |
| 7D | +3.9% | -7.1% | +11.0% | +4.9% |
| 30D | +12.8% | +4.1% | +8.7% | +12.1% |
| 3M | +3.6% | -2.6% | +6.2% | +3.6% |
| 6M | -7.5% | -8.6% | +1.1% | -6.9% |
| YTD | +10.7% | +32.2% | -21.5% | +5.5% |
| 1Y | +9.1% | +40.7% | -31.6% | +2.9% |
| 3Y | +61.0% | -4.5% | +65.5% | +58.5% |
| 5Y | +16.3% | +66.4% | -50.1% | +2.8% |
| 10Y | +264.6% | -15.1% | +279.7% | +230.9% |
| All | +7,547.6% | +825.9% | +6,721.7% | +4,715.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling