+10.9%
NEE vs STRL
+2,093.0%
-2,082.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.3% |
| 7D | +1.1% | +10.1% | -9.0% | +0.6% |
| 30D | -0.2% | -8.2% | +8.0% | +0.1% |
| 3M | +0.5% | -43.7% | +44.2% | +3.1% |
| 6M | -6.5% | +27.1% | -33.6% | -9.8% |
| YTD | +6.7% | +64.0% | -57.3% | +1.1% |
| 1Y | +23.6% | +75.2% | -51.6% | +16.1% |
| 3Y | +37.1% | +539.9% | -502.8% | +10.3% |
| 5Y | +10.9% | +2,133.0% | -2,122.1% | -27.6% |
| All | +10.9% | +2,093.0% | -2,082.1% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling