+284.2%
NEE vs SPY
+307.0%
-22.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.1% | +2.6% | -4.7% | -3.7% |
| 30D | +8.6% | -2.0% | +10.6% | +9.7% |
| 3M | -0.3% | -2.8% | +2.5% | +1.2% |
| 6M | -8.9% | +2.1% | -11.1% | -10.6% |
| YTD | +8.3% | +11.5% | -3.1% | +0.2% |
| 1Y | +4.3% | +13.5% | -9.2% | -4.7% |
| 3Y | +70.7% | +77.7% | -7.0% | +12.2% |
| 5Y | +12.8% | +72.6% | -59.8% | -25.2% |
| All | +284.2% | +307.0% | -22.8% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling