+17.0%
NEE vs SNAP
-90.9%
+107.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | +2.2% | -7.3% | +9.5% | +2.4% |
| 30D | +12.3% | -18.9% | +31.2% | +13.1% |
| 3M | +3.4% | -5.3% | +8.6% | +3.4% |
| 6M | -5.3% | -16.9% | +11.6% | -4.9% |
| YTD | +10.6% | -37.4% | +48.0% | +12.2% |
| 1Y | +6.5% | -38.5% | +45.0% | +8.1% |
| 3Y | +73.5% | -55.1% | +128.6% | +74.1% |
| 5Y | +17.0% | -90.8% | +107.8% | +24.3% |
| All | +17.0% | -90.9% | +107.8% | +24.3% |
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