+7,238.0%
NEE vs SO
+5,976.4%
+1,261.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | -2.2% | -4.6% | +2.4% | +1.1% |
| 3M | -1.2% | -3.0% | +1.9% | +0.9% |
| 6M | -8.6% | -8.3% | -0.3% | -2.9% |
| YTD | +6.2% | +3.5% | +2.7% | +3.4% |
| 1Y | +21.1% | -0.9% | +22.0% | +21.4% |
| 3Y | +36.4% | +45.4% | -9.0% | +5.0% |
| 5Y | +11.4% | +59.6% | -48.3% | -19.9% |
| 10Y | +250.0% | +156.6% | +93.4% | +78.7% |
| All | +7,238.0% | +5,976.4% | +1,261.6% | +667.4% |
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 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