+6,090.4%
NEE vs SM
+1,283.9%
+4,806.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +2.3% | -19.5% | +21.8% | +3.4% |
| 30D | +11.5% | -20.2% | +31.7% | +12.7% |
| 3M | +2.6% | -6.5% | +9.1% | +2.7% |
| 6M | -6.0% | +1.6% | -7.5% | -6.6% |
| YTD | +9.8% | +61.2% | -51.4% | +5.9% |
| 1Y | +4.7% | +65.4% | -60.7% | +0.8% |
| 3Y | +71.0% | -13.0% | +84.1% | +68.7% |
| 5Y | +15.8% | -4.3% | +20.1% | +11.9% |
| 10Y | +287.3% | +3.0% | +284.3% | +224.9% |
| All | +6,090.4% | +1,283.9% | +4,806.5% | +4,041.5% |
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