+10.9%
NEE vs SM
+111.2%
-100.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.3% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | -0.2% | +31.5% | -31.7% | -2.0% |
| 3M | +0.5% | +17.3% | -16.8% | -0.7% |
| 6M | -6.5% | +48.5% | -55.0% | -9.6% |
| YTD | +6.7% | +106.3% | -99.6% | +0.5% |
| 1Y | +23.6% | +47.3% | -23.7% | +19.1% |
| 3Y | +37.1% | -1.4% | +38.6% | +33.1% |
| 5Y | +10.9% | +114.0% | -103.1% | +7.5% |
| All | +10.9% | +111.2% | -100.3% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling