+244.8%
NEE vs SRE
+122.3%
+122.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | -3.3% | -3.0% | -0.3% | -1.9% |
| 3M | -2.3% | -8.3% | +6.1% | +2.4% |
| 6M | -8.9% | -8.9% | 0.0% | -4.2% |
| YTD | +4.8% | -4.3% | +9.0% | +7.0% |
| 1Y | +18.7% | +2.7% | +16.0% | +16.3% |
| 3Y | +33.2% | +28.7% | +4.6% | +10.4% |
| 5Y | +10.9% | +47.1% | -36.3% | -15.0% |
| All | +244.8% | +122.3% | +122.5% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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