+2,249.6%
NEE vs SNY
+241.9%
+2,007.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.3% | -3.3% | +2.0% | -0.3% |
| 30D | -3.3% | -2.2% | -1.2% | -2.7% |
| 3M | -2.3% | -3.0% | +0.8% | -1.5% |
| 6M | -8.9% | +2.7% | -11.6% | -9.9% |
| YTD | +4.8% | -6.8% | +11.6% | +6.4% |
| 1Y | +18.7% | -5.3% | +24.0% | +19.7% |
| 3Y | +33.2% | -9.8% | +43.0% | +33.7% |
| 5Y | +10.9% | +9.7% | +1.2% | +2.9% |
| 10Y | +251.8% | +64.5% | +187.3% | +181.6% |
| All | +2,249.6% | +241.9% | +2,007.7% | +1,250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling