+230.7%
NEE vs SNAP
-78.1%
+308.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -2.1% | +6.0% | -8.2% | -2.4% |
| 30D | +8.6% | -13.8% | +22.4% | +9.3% |
| 3M | -0.3% | -0.8% | +0.5% | -0.5% |
| 6M | -8.9% | -6.2% | -2.7% | -9.1% |
| YTD | +8.3% | -34.8% | +43.2% | +9.8% |
| 1Y | +4.3% | -38.7% | +43.0% | +6.0% |
| 3Y | +70.7% | -53.5% | +124.2% | +71.6% |
| 5Y | +12.8% | -90.2% | +103.0% | +17.9% |
| All | +230.7% | -78.1% | +308.8% | +210.2% |
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