+73.5%
NEE vs SO
+50.8%
+22.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.2% |
| 7D | +2.2% | -1.1% | +3.3% | +3.1% |
| 30D | +12.3% | +8.6% | +3.7% | +4.7% |
| 3M | +3.4% | +1.8% | +1.6% | +1.8% |
| 6M | -5.3% | +3.6% | -8.9% | -8.4% |
| YTD | +10.6% | +9.9% | +0.6% | +1.3% |
| 1Y | +6.5% | +5.7% | +0.8% | +1.0% |
| 3Y | +73.5% | +52.5% | +21.0% | +15.1% |
| All | +73.5% | +50.8% | +22.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling