+10.1%
NEE vs SNAP
-92.8%
+103.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -0.5% | -5.0% | +4.5% | -0.3% |
| 30D | -1.7% | -0.7% | -0.9% | -1.7% |
| 3M | -1.8% | -5.0% | +3.2% | -1.8% |
| 6M | -8.8% | +3.5% | -12.3% | -9.4% |
| YTD | +5.2% | -34.2% | +39.4% | +6.6% |
| 1Y | +21.3% | -27.1% | +48.4% | +22.2% |
| 3Y | +35.2% | -43.5% | +78.6% | +34.1% |
| 5Y | +10.1% | -92.9% | +103.0% | +12.9% |
| All | +10.1% | -92.8% | +103.0% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling