+285.0%
NEE vs SM
+18.2%
+266.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -0.9% |
| 7D | -3.4% | +10.6% | -14.0% | -3.6% |
| 30D | +9.0% | -15.0% | +24.0% | +9.3% |
| 3M | +0.2% | +1.7% | -1.5% | 0.0% |
| 6M | -8.5% | +5.9% | -14.4% | -8.8% |
| YTD | +8.6% | +79.0% | -70.4% | +6.7% |
| 1Y | +2.2% | +84.7% | -82.5% | +0.3% |
| 3Y | +69.1% | -3.5% | +72.6% | +67.6% |
| 5Y | +13.0% | +4.9% | +8.1% | +11.5% |
| All | +285.0% | +18.2% | +266.8% | +242.3% |
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