+8,005.9%
NEE vs STRL
+10,012.8%
-2,006.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -4.9% | -1.6% |
| 7D | +3.9% | -26.9% | +30.8% | +4.5% |
| 30D | +12.8% | -52.7% | +65.5% | +14.7% |
| 3M | +3.6% | -52.8% | +56.4% | +5.2% |
| 6M | -7.5% | -71.5% | +64.0% | -5.2% |
| YTD | +10.7% | -17.4% | +28.1% | +10.1% |
| 1Y | +9.1% | -35.0% | +44.0% | +9.1% |
| 3Y | +61.0% | +239.2% | -178.2% | +53.4% |
| 5Y | +16.3% | +830.2% | -813.9% | +7.8% |
| 10Y | +264.6% | +3,574.7% | -3,310.1% | +225.6% |
| All | +8,005.9% | +10,012.8% | -2,006.9% | +7,209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling