+10.9%
NEE vs SPGI
+5.8%
+5.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.4% |
| 7D | +1.1% | -2.5% | +3.6% | +1.8% |
| 30D | -0.2% | +5.4% | -5.6% | -1.9% |
| 3M | +0.5% | +9.0% | -8.5% | -2.6% |
| 6M | -6.5% | +0.8% | -7.3% | -7.4% |
| YTD | +6.7% | -12.6% | +19.3% | +10.4% |
| 1Y | +23.6% | -16.1% | +39.7% | +29.8% |
| 3Y | +37.1% | +19.0% | +18.1% | +19.2% |
| 5Y | +10.9% | +5.1% | +5.9% | -2.1% |
| All | +10.9% | +5.8% | +5.1% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling