+244.8%
NEE vs SPYM
+325.3%
-80.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -1.3% | -0.8% | -0.6% | -0.9% |
| 30D | -3.3% | -1.1% | -2.2% | -2.7% |
| 3M | -2.3% | +3.9% | -6.1% | -4.8% |
| 6M | -8.9% | +13.6% | -22.5% | -16.4% |
| YTD | +4.8% | +12.7% | -8.0% | -3.6% |
| 1Y | +18.7% | +17.6% | +1.1% | +6.2% |
| 3Y | +33.2% | +77.2% | -44.0% | -11.8% |
| 5Y | +10.9% | +84.1% | -73.3% | -29.3% |
| All | +244.8% | +325.3% | -80.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPYM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling