+5,886.6%
NEE vs SM
+1,608.3%
+4,278.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -2.2% | +26.3% | -28.5% | -3.5% |
| 3M | -1.2% | +8.7% | -9.9% | -1.8% |
| 6M | -8.6% | +51.7% | -60.2% | -11.1% |
| YTD | +6.2% | +99.0% | -92.9% | +1.5% |
| 1Y | +21.1% | +34.6% | -13.5% | +18.2% |
| 3Y | +36.4% | -7.8% | +44.1% | +34.3% |
| 5Y | +11.4% | +104.8% | -93.4% | +3.2% |
| 10Y | +250.0% | +7.2% | +242.7% | +194.4% |
| All | +5,886.6% | +1,608.3% | +4,278.3% | +3,868.5% |
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