+284.2%
NEE vs STM
+470.7%
-186.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.1% | +12.0% | -14.1% | -3.4% |
| 30D | +8.6% | -0.4% | +9.0% | +8.2% |
| 3M | -0.3% | -13.2% | +12.9% | +0.8% |
| 6M | -8.9% | -26.1% | +17.1% | -7.3% |
| YTD | +8.3% | +81.2% | -72.8% | -3.3% |
| 1Y | +4.3% | +98.3% | -94.1% | -8.2% |
| 3Y | +70.7% | +16.7% | +54.0% | +57.8% |
| 5Y | +12.8% | -4.8% | +17.6% | +4.8% |
| All | +284.2% | +470.7% | -186.5% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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