+253.2%
NEE vs STM
+656.4%
-403.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -0.5% | +1.7% | -2.2% | -0.7% |
| 30D | -1.7% | -5.2% | +3.5% | -1.1% |
| 3M | -1.8% | -29.6% | +27.8% | +1.7% |
| 6M | -8.8% | +54.4% | -63.2% | -15.8% |
| YTD | +5.2% | +99.5% | -94.3% | -6.7% |
| 1Y | +21.3% | +100.8% | -79.4% | +7.1% |
| 3Y | +35.2% | +20.2% | +15.0% | +25.3% |
| 5Y | +10.1% | +21.1% | -11.0% | -0.6% |
| 10Y | +253.2% | +664.5% | -411.3% | +145.9% |
| All | +253.2% | +656.4% | -403.2% | +145.9% |
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