+253.2%
NEE vs SPGI
+287.8%
-34.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -0.5% |
| 7D | -0.5% | -3.1% | +2.6% | +0.5% |
| 30D | -1.7% | +2.0% | -3.7% | -2.6% |
| 3M | -1.8% | +4.3% | -6.2% | -4.0% |
| 6M | -8.8% | -0.2% | -8.6% | -9.8% |
| YTD | +5.2% | -14.8% | +20.0% | +9.5% |
| 1Y | +21.3% | -18.5% | +39.9% | +28.2% |
| 3Y | +35.2% | +16.0% | +19.2% | +20.9% |
| 5Y | +10.1% | +2.2% | +7.9% | +1.8% |
| 10Y | +253.2% | +296.4% | -43.2% | +122.6% |
| All | +253.2% | +287.8% | -34.5% | +122.6% |
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