+7,539.6%
NEE vs SO
+6,352.9%
+1,186.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.0% |
| 7D | +2.2% | -1.1% | +3.3% | +2.9% |
| 30D | +12.3% | +8.6% | +3.7% | +5.9% |
| 3M | +3.4% | +1.8% | +1.6% | +2.1% |
| 6M | -5.3% | +3.6% | -8.9% | -7.8% |
| YTD | +10.6% | +9.9% | +0.6% | +3.1% |
| 1Y | +6.5% | +5.7% | +0.8% | +2.0% |
| 3Y | +73.5% | +52.5% | +21.0% | +28.7% |
| 5Y | +17.0% | +77.3% | -60.4% | -21.9% |
| 10Y | +281.9% | +186.8% | +95.1% | +80.2% |
| All | +7,539.6% | +6,352.9% | +1,186.7% | +665.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling