+7,539.6%
NEE vs SPGI
+14,972.7%
-7,433.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +3.4% | +15.7% | -12.3% | -0.7% |
| 6M | -5.3% | +19.1% | -24.4% | -10.2% |
| YTD | +10.6% | -4.1% | +14.6% | +10.1% |
| 1Y | +6.5% | +1.2% | +5.3% | +4.4% |
| 3Y | +73.5% | +31.6% | +41.9% | +56.9% |
| 5Y | +17.0% | +12.4% | +4.5% | +9.5% |
| 10Y | +281.9% | +334.3% | -52.4% | +150.2% |
| All | +7,539.6% | +14,972.7% | -7,433.1% | +2,091.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling