+235.2%
NEE vs SNAP
-79.2%
+314.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +2.3% | -10.6% | +12.9% | +2.8% |
| 30D | +11.5% | -19.7% | +31.2% | +12.6% |
| 3M | +2.6% | -6.5% | +9.2% | +2.7% |
| 6M | -6.0% | -17.8% | +11.8% | -5.5% |
| YTD | +9.8% | -38.0% | +47.8% | +11.6% |
| 1Y | +4.7% | -42.5% | +47.2% | +6.7% |
| 3Y | +71.0% | -55.8% | +126.9% | +72.4% |
| 5Y | +15.8% | -90.5% | +106.4% | +21.3% |
| All | +235.2% | -79.2% | +314.3% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling