+244.8%
NEE vs SPYG
+424.6%
-179.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -1.3% | -0.9% | -0.5% | -0.9% |
| 30D | -3.3% | -1.5% | -1.8% | -2.7% |
| 3M | -2.3% | +3.7% | -6.0% | -4.3% |
| 6M | -8.9% | +16.4% | -25.3% | -16.1% |
| YTD | +4.8% | +13.3% | -8.6% | -2.4% |
| 1Y | +18.7% | +17.9% | +0.9% | +8.2% |
| 3Y | +33.2% | +98.3% | -65.1% | -12.2% |
| 5Y | +10.9% | +86.4% | -75.6% | -25.6% |
| All | +244.8% | +424.6% | -179.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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