+5,822.6%
NEE vs SPY
+3,056.6%
+2,766.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.1% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | +9.5% | -2.4% | +11.9% | +10.8% |
| 3M | +1.0% | -1.2% | +2.2% | +1.5% |
| 6M | -8.0% | +3.3% | -11.3% | -10.1% |
| YTD | +9.4% | +12.3% | -2.8% | +1.8% |
| 1Y | +3.1% | +12.4% | -9.3% | -4.2% |
| 3Y | +70.5% | +78.8% | -8.3% | +19.6% |
| 5Y | +15.2% | +75.2% | -60.0% | -18.6% |
| 10Y | +291.2% | +311.1% | -19.9% | +70.6% |
| All | +5,822.6% | +3,056.6% | +2,766.1% | +632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling