+6,007.9%
NEE vs SM
+1,434.4%
+4,573.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.1% | +9.4% | -11.5% | -2.6% |
| 30D | +8.6% | -14.4% | +23.0% | +9.3% |
| 3M | -0.3% | +1.6% | -1.8% | -0.7% |
| 6M | -8.9% | +6.3% | -15.3% | -9.7% |
| YTD | +8.3% | +78.8% | -70.4% | +3.9% |
| 1Y | +4.3% | +83.1% | -78.9% | -0.2% |
| 3Y | +70.7% | -5.9% | +76.6% | +67.6% |
| 5Y | +12.8% | +4.8% | +8.0% | +8.4% |
| 10Y | +287.2% | +17.5% | +269.7% | +222.1% |
| All | +6,007.9% | +1,434.4% | +4,573.5% | +3,962.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling