+5,366.0%
NEE vs STM
+2,285.7%
+3,080.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +1.9% | +5.8% | -3.8% | +1.4% |
| 30D | -2.2% | -1.0% | -1.2% | -2.1% |
| 3M | -1.2% | -33.3% | +32.1% | +2.1% |
| 6M | -8.6% | +57.4% | -65.9% | -14.0% |
| YTD | +6.2% | +102.2% | -96.0% | -3.0% |
| 1Y | +21.1% | +99.6% | -78.5% | +10.5% |
| 3Y | +36.4% | +14.5% | +21.9% | +29.3% |
| 5Y | +11.4% | +21.4% | -10.0% | +3.4% |
| 10Y | +250.0% | +695.0% | -445.0% | +163.1% |
| All | +5,366.0% | +2,285.7% | +3,080.3% | +3,804.0% |
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 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