+20.6%
NEE vs SMR
+1.6%
+19.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | 0.0% |
| 7D | -1.9% | +4.7% | -6.6% | -2.2% |
| 30D | -3.1% | +3.2% | -6.4% | -3.4% |
| 3M | -2.4% | +9.9% | -12.3% | -3.2% |
| 6M | -8.6% | -15.1% | +6.5% | -8.8% |
| YTD | +4.9% | -27.9% | +32.9% | +5.0% |
| 1Y | +19.4% | -70.2% | +89.6% | +23.2% |
| 3Y | +34.9% | +72.5% | -37.6% | +7.4% |
| All | +20.6% | +1.6% | +19.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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