+17.0%
NEE vs SPGI
+12.2%
+4.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +2.2% | -0.9% | +3.0% | +2.4% |
| 30D | +12.3% | +15.5% | -3.3% | +7.6% |
| 3M | +3.4% | +15.7% | -12.3% | -1.1% |
| 6M | -5.3% | +19.1% | -24.4% | -10.8% |
| YTD | +10.6% | -4.1% | +14.6% | +11.4% |
| 1Y | +6.5% | +1.2% | +5.3% | +4.7% |
| 3Y | +73.5% | +31.6% | +41.9% | +45.9% |
| 5Y | +17.0% | +12.4% | +4.5% | +4.2% |
| All | +17.0% | +12.2% | +4.8% | +4.2% |
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