+7,238.0%
NEE vs SMTC
+62,999.7%
-55,761.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -10.0% | -1.1% |
| 7D | +1.9% | +12.7% | -10.8% | +1.5% |
| 30D | -2.2% | +22.0% | -24.1% | -3.0% |
| 3M | -1.2% | -12.7% | +11.5% | -1.1% |
| 6M | -8.6% | +64.8% | -73.3% | -10.8% |
| YTD | +6.2% | +100.7% | -94.5% | +2.7% |
| 1Y | +21.1% | +146.9% | -125.8% | +16.1% |
| 3Y | +36.4% | +456.8% | -420.4% | +24.2% |
| 5Y | +11.4% | +89.2% | -77.9% | +4.4% |
| 10Y | +250.0% | +426.9% | -176.9% | +215.6% |
| All | +7,238.0% | +62,999.7% | -55,761.8% | +6,448.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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