+245.4%
NEE vs SM
+23.2%
+222.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.9% | +2.1% | -4.1% | -2.0% |
| 30D | -3.1% | +18.1% | -21.3% | -3.5% |
| 3M | -2.4% | +17.0% | -19.4% | -2.8% |
| 6M | -8.6% | +55.4% | -64.0% | -9.7% |
| YTD | +4.9% | +108.6% | -103.6% | +3.0% |
| 1Y | +19.4% | +45.7% | -26.3% | +18.0% |
| 3Y | +34.9% | -0.3% | +35.2% | +33.6% |
| 5Y | +11.0% | +113.0% | -102.0% | +8.8% |
| All | +245.4% | +23.2% | +222.1% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling