+37.1%
NEE vs SPOT
+230.8%
-193.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.5% |
| 7D | +1.1% | -2.9% | +3.9% | +1.1% |
| 30D | -0.2% | +8.3% | -8.5% | -0.3% |
| 3M | +0.5% | +5.1% | -4.5% | +0.5% |
| 6M | -6.5% | -6.5% | -0.1% | -6.5% |
| YTD | +6.7% | -9.0% | +15.7% | +6.9% |
| 1Y | +23.6% | -26.4% | +50.0% | +24.6% |
| 3Y | +37.1% | +240.0% | -202.9% | +25.7% |
| All | +37.1% | +230.8% | -193.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3y: compounded portfolio wealth divided by compounded SPOT 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…
3y analysis · Full analysis span regression · 6 months rolling