+7,238.0%
NEE vs SPGI
+14,090.3%
-6,852.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -2.2% | +8.4% | -10.6% | -4.3% |
| 3M | -1.2% | +11.8% | -13.0% | -4.5% |
| 6M | -8.6% | +5.7% | -14.3% | -10.7% |
| YTD | +6.2% | -9.7% | +15.9% | +7.5% |
| 1Y | +21.1% | -12.5% | +33.6% | +23.3% |
| 3Y | +36.4% | +21.8% | +14.6% | +25.8% |
| 5Y | +11.4% | +8.2% | +3.2% | +5.3% |
| 10Y | +250.0% | +309.5% | -59.5% | +133.1% |
| All | +7,238.0% | +14,090.3% | -6,852.3% | +2,040.4% |
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