+339.6%
NEE vs SPMO
+575.8%
-236.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.1% | +3.4% | -2.3% | -0.4% |
| 30D | -0.2% | +0.5% | -0.7% | -0.5% |
| 3M | +0.5% | +1.9% | -1.4% | -1.3% |
| 6M | -6.5% | +27.8% | -34.3% | -18.4% |
| YTD | +6.7% | +26.7% | -20.0% | -6.7% |
| 1Y | +23.6% | +28.9% | -5.3% | +7.0% |
| 3Y | +37.1% | +160.7% | -123.5% | -22.8% |
| 5Y | +10.9% | +150.2% | -139.3% | -36.5% |
| 10Y | +245.4% | +517.5% | -272.2% | +32.4% |
| All | +339.6% | +575.8% | -236.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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