+11.0%
NEE vs SPYG
+82.6%
-71.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | -1.9% | -1.8% | -0.1% | -1.3% |
| 30D | -3.1% | -1.9% | -1.2% | -2.5% |
| 3M | -2.4% | +5.2% | -7.6% | -4.2% |
| 6M | -8.6% | +15.6% | -24.2% | -13.5% |
| YTD | +4.9% | +12.4% | -7.5% | +0.2% |
| 1Y | +19.4% | +17.5% | +1.9% | +12.0% |
| 3Y | +34.9% | +98.1% | -63.2% | -3.5% |
| 5Y | +11.0% | +84.9% | -73.9% | -21.4% |
| All | +11.0% | +82.6% | -71.6% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling