+5,552.1%
NEE vs STM
+1,945.0%
+3,607.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | +2.3% | -7.9% | +10.2% | +3.0% |
| 30D | +11.5% | -14.1% | +25.6% | +12.8% |
| 3M | +2.6% | -17.6% | +20.2% | +4.1% |
| 6M | -6.0% | -24.2% | +18.3% | -4.8% |
| YTD | +9.8% | +73.3% | -63.5% | +1.4% |
| 1Y | +4.7% | +90.1% | -85.4% | -4.3% |
| 3Y | +71.0% | +10.3% | +60.7% | +62.1% |
| 5Y | +15.8% | -5.7% | +21.6% | +9.9% |
| 10Y | +287.3% | +444.1% | -156.8% | +200.8% |
| All | +5,552.1% | +1,945.0% | +3,607.1% | +3,981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling