+284.2%
NEE vs SO
+197.2%
+87.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.1% |
| 7D | -2.1% | +1.4% | -3.5% | -3.2% |
| 30D | +8.6% | +4.7% | +3.9% | +4.8% |
| 3M | -0.3% | +1.7% | -2.0% | -1.6% |
| 6M | -8.9% | +2.2% | -11.1% | -10.6% |
| YTD | +8.3% | +10.0% | -1.6% | +0.2% |
| 1Y | +4.3% | +6.0% | -1.8% | -0.9% |
| 3Y | +70.7% | +54.1% | +16.6% | +21.7% |
| 5Y | +12.8% | +79.6% | -66.8% | -28.4% |
| All | +284.2% | +197.2% | +87.0% | +69.4% |
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