+7,463.1%
NEE vs SO
+6,371.5%
+1,091.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -2.8% | +0.8% | -3.6% | -3.3% |
| 30D | +9.5% | +7.8% | +1.7% | +3.8% |
| 3M | +1.0% | +2.9% | -1.9% | -1.0% |
| 6M | -8.0% | +2.5% | -10.4% | -9.7% |
| YTD | +9.4% | +10.3% | -0.8% | +1.9% |
| 1Y | +3.1% | +6.4% | -3.2% | -1.6% |
| 3Y | +70.5% | +52.8% | +17.7% | +26.3% |
| 5Y | +15.2% | +78.7% | -63.5% | -23.5% |
| 10Y | +291.2% | +196.3% | +94.9% | +80.6% |
| All | +7,463.1% | +6,371.5% | +1,091.6% | +656.3% |
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