+2,528.7%
NEE vs SRE
+1,553.2%
+975.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.5% |
| 7D | +1.1% | +1.4% | -0.4% | +0.3% |
| 30D | -0.2% | +1.9% | -2.1% | -1.5% |
| 3M | +0.5% | -3.3% | +3.8% | +2.1% |
| 6M | -6.5% | -6.4% | -0.1% | -3.2% |
| YTD | +6.7% | -1.8% | +8.5% | +7.4% |
| 1Y | +23.6% | +10.7% | +12.9% | +16.1% |
| 3Y | +37.1% | +31.8% | +5.3% | +13.7% |
| 5Y | +10.9% | +49.2% | -38.3% | -14.5% |
| 10Y | +245.4% | +118.5% | +126.8% | +106.8% |
| All | +2,528.7% | +1,553.2% | +975.5% | +434.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling