+1,431.3%
NEE vs SPYM
+824.3%
+607.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.8% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | -0.2% | -0.9% | +0.7% | +0.3% |
| 3M | +0.5% | +3.9% | -3.4% | -2.0% |
| 6M | -6.5% | +14.5% | -21.1% | -14.4% |
| YTD | +6.7% | +13.0% | -6.3% | -1.6% |
| 1Y | +23.6% | +19.4% | +4.2% | +10.1% |
| 3Y | +37.1% | +78.9% | -41.7% | -6.7% |
| 5Y | +10.9% | +82.3% | -71.4% | -26.0% |
| 10Y | +245.4% | +314.7% | -69.4% | +37.7% |
| All | +1,431.3% | +824.3% | +607.0% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling