+5,162.3%
NEE vs SPG
+5,256.9%
-94.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | +1.9% | -2.4% | +4.3% | +2.4% |
| 30D | -2.2% | -6.8% | +4.7% | -0.7% |
| 3M | -1.2% | +2.7% | -3.9% | -1.8% |
| 6M | -8.6% | +5.5% | -14.0% | -9.6% |
| YTD | +6.2% | +15.7% | -9.5% | +2.9% |
| 1Y | +21.1% | +20.9% | +0.2% | +16.2% |
| 3Y | +36.4% | +112.4% | -76.0% | +15.9% |
| 5Y | +11.4% | +101.4% | -90.0% | -5.4% |
| 10Y | +250.0% | +60.6% | +189.3% | +187.8% |
| All | +5,162.3% | +5,256.9% | -94.6% | +2,302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling