+21.1%
NEE vs SM
+37.6%
-16.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -2.2% | +26.3% | -28.5% | -2.2% |
| 3M | -1.2% | +8.7% | -9.9% | -1.3% |
| 6M | -8.6% | +51.7% | -60.2% | -9.9% |
| YTD | +6.2% | +99.0% | -92.9% | +2.1% |
| 1Y | +21.1% | +34.6% | -13.5% | +21.2% |
| All | +21.1% | +37.6% | -16.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling