+287.3%
NEE vs SPGI
+335.3%
-48.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +2.3% | +1.6% | +0.7% | +1.8% |
| 30D | +11.5% | +16.1% | -4.6% | +5.8% |
| 3M | +2.6% | +15.5% | -12.8% | -2.7% |
| 6M | -6.0% | +19.6% | -25.6% | -12.6% |
| YTD | +9.8% | -3.6% | +13.4% | +9.4% |
| 1Y | +4.7% | +2.2% | +2.5% | +1.7% |
| 3Y | +71.0% | +30.1% | +40.9% | +47.2% |
| 5Y | +15.8% | +14.9% | +0.9% | +2.9% |
| 10Y | +287.3% | +334.0% | -46.7% | +151.5% |
| All | +287.3% | +335.3% | -48.0% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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