+10.9%
NEE vs SO
+61.3%
-50.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.4% |
| 7D | +1.1% | +1.0% | +0.1% | +0.2% |
| 30D | -0.2% | -3.2% | +3.0% | +2.5% |
| 3M | +0.5% | -1.7% | +2.2% | +1.8% |
| 6M | -6.5% | -7.2% | +0.7% | -0.7% |
| YTD | +6.7% | +4.6% | +2.1% | +2.2% |
| 1Y | +23.6% | +1.2% | +22.4% | +21.3% |
| 3Y | +37.1% | +45.3% | -8.1% | -1.3% |
| 5Y | +10.9% | +58.7% | -47.8% | -24.5% |
| All | +10.9% | +61.3% | -50.4% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling