+5,646.3%
NEE vs SPY
+3,091.8%
+2,554.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -2.2% | +0.1% | -2.2% | -2.2% |
| 3M | -1.2% | +2.0% | -3.2% | -2.5% |
| 6M | -8.6% | +13.0% | -21.6% | -15.0% |
| YTD | +6.2% | +13.5% | -7.4% | -1.7% |
| 1Y | +21.1% | +20.0% | +1.1% | +8.6% |
| 3Y | +36.4% | +77.2% | -40.8% | -3.6% |
| 5Y | +11.4% | +81.9% | -70.5% | -22.8% |
| 10Y | +250.0% | +314.1% | -64.1% | +52.3% |
| All | +5,646.3% | +3,091.8% | +2,554.5% | +607.3% |
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