+73.5%
NEE vs SNAP
-55.0%
+128.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.1% |
| 7D | +2.2% | -7.3% | +9.5% | +2.3% |
| 30D | +12.3% | -18.9% | +31.2% | +12.6% |
| 3M | +3.4% | -5.3% | +8.6% | +3.4% |
| 6M | -5.3% | -16.9% | +11.6% | -5.1% |
| YTD | +10.6% | -37.4% | +48.0% | +11.7% |
| 1Y | +6.5% | -38.5% | +45.0% | +7.6% |
| 3Y | +73.5% | -55.1% | +128.6% | +51.1% |
| All | +73.5% | -55.0% | +128.5% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling