+30.6%
NEE vs SN
+659.6%
-629.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.6% |
| 7D | +3.9% | +7.2% | -3.3% | +3.5% |
| 30D | +12.8% | +20.4% | -7.6% | +11.7% |
| 3M | +3.6% | +23.9% | -20.4% | +2.3% |
| 6M | -7.5% | +93.0% | -100.5% | -10.8% |
| YTD | +10.7% | +99.2% | -88.6% | +6.2% |
| 1Y | +9.1% | +142.6% | -133.5% | +3.5% |
| 3Y | +61.0% | +398.8% | -337.8% | +41.7% |
| All | +30.6% | +659.6% | -629.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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