+284.2%
NEE vs STRL
+3,697.3%
-3,413.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | -2.1% | +15.7% | -17.8% | -3.1% |
| 30D | +8.6% | -35.5% | +44.1% | +11.4% |
| 3M | -0.3% | -47.1% | +46.9% | +3.6% |
| 6M | -8.9% | -65.8% | +56.9% | -3.0% |
| YTD | +8.3% | -4.5% | +12.9% | +3.9% |
| 1Y | +4.3% | -10.5% | +14.7% | +0.4% |
| 3Y | +70.7% | +340.6% | -269.9% | +34.1% |
| 5Y | +12.8% | +911.0% | -898.2% | -21.7% |
| All | +284.2% | +3,697.3% | -3,413.1% | +114.2% |
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