+22.0%
NEE vs SMR
-3.5%
+25.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +1.9% | +4.4% | -2.5% | +1.8% |
| 30D | -2.2% | +3.4% | -5.6% | -2.4% |
| 3M | -1.2% | -19.2% | +18.0% | -0.7% |
| 6M | -8.6% | -22.6% | +14.1% | -8.3% |
| YTD | +6.2% | -31.5% | +37.7% | +6.6% |
| 1Y | +21.1% | -73.1% | +94.2% | +25.6% |
| 3Y | +36.4% | +55.0% | -18.6% | +9.4% |
| All | +22.0% | -3.5% | +25.5% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling