+245.4%
NEE vs SPG
+64.3%
+181.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.5% |
| 30D | -3.1% | -5.8% | +2.6% | -2.0% |
| 3M | -2.4% | -2.8% | +0.4% | -1.9% |
| 6M | -8.6% | +8.9% | -17.5% | -10.2% |
| YTD | +4.9% | +14.3% | -9.4% | +2.0% |
| 1Y | +19.4% | +19.5% | -0.1% | +15.0% |
| 3Y | +34.9% | +106.9% | -72.0% | +16.0% |
| 5Y | +11.0% | +108.7% | -97.7% | -5.8% |
| All | +245.4% | +64.3% | +181.0% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling