+291.2%
NEE vs STRL
+4,073.8%
-3,782.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.3% | -0.7% |
| 7D | -2.8% | +7.1% | -9.9% | -3.4% |
| 30D | +9.5% | -39.4% | +48.9% | +12.8% |
| 3M | +1.0% | -43.0% | +44.0% | +4.4% |
| 6M | -8.0% | -65.0% | +57.0% | -2.1% |
| YTD | +9.4% | -0.8% | +10.2% | +4.7% |
| 1Y | +3.1% | -20.3% | +23.4% | +0.4% |
| 3Y | +70.5% | +356.5% | -286.0% | +33.6% |
| 5Y | +15.2% | +952.8% | -937.6% | -20.2% |
| 10Y | +291.2% | +3,877.1% | -3,585.9% | +116.1% |
| All | +291.2% | +4,073.8% | -3,782.6% | +116.1% |
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