+253.2%
NEE vs SO
+155.9%
+97.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | -0.5% | 0.0% | -0.6% | -0.6% |
| 30D | -1.7% | -2.5% | +0.8% | +0.2% |
| 3M | -1.8% | -4.2% | +2.3% | +1.3% |
| 6M | -8.8% | -7.7% | -1.2% | -3.1% |
| YTD | +5.2% | +3.8% | +1.4% | +1.8% |
| 1Y | +21.3% | +0.1% | +21.3% | +20.6% |
| 3Y | +35.2% | +44.2% | -9.0% | +1.7% |
| 5Y | +10.1% | +57.9% | -47.7% | -23.0% |
| 10Y | +253.2% | +162.0% | +91.2% | +69.2% |
| All | +253.2% | +155.9% | +97.3% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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