+253.2%
NEE vs STRL
+7,055.3%
-6,802.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -0.5% | +8.2% | -8.7% | -1.1% |
| 30D | -1.7% | -6.3% | +4.6% | -1.3% |
| 3M | -1.8% | -41.2% | +39.4% | +1.4% |
| 6M | -8.8% | +20.4% | -29.2% | -12.5% |
| YTD | +5.2% | +61.7% | -56.5% | -1.8% |
| 1Y | +21.3% | +72.7% | -51.4% | +11.9% |
| 3Y | +35.2% | +530.9% | -495.7% | +5.9% |
| 5Y | +10.1% | +2,125.4% | -2,115.3% | -26.6% |
| 10Y | +253.2% | +7,301.3% | -7,048.1% | +112.3% |
| All | +253.2% | +7,055.3% | -6,802.1% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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