+881.8%
NEE vs SPXU
-100.0%
+981.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | +0.1% |
| 7D | -2.1% | -7.6% | +5.5% | -3.6% |
| 30D | +8.6% | +5.3% | +3.3% | +10.0% |
| 3M | -0.3% | +9.6% | -9.9% | +2.0% |
| 6M | -8.9% | -4.5% | -4.4% | -9.2% |
| YTD | +8.3% | -25.9% | +34.2% | +3.1% |
| 1Y | +4.3% | -28.9% | +33.1% | -1.5% |
| 3Y | +70.7% | -80.5% | +151.2% | +27.9% |
| 5Y | +12.8% | -83.4% | +96.2% | -10.5% |
| 10Y | +287.2% | -99.5% | +386.7% | +79.9% |
| All | +881.8% | -100.0% | +981.8% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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