+287.3%
NEE vs STT
+198.3%
+89.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +11.5% | -1.9% | +13.4% | +11.8% |
| 3M | +2.6% | -7.6% | +10.2% | +4.0% |
| 6M | -6.0% | +16.0% | -21.9% | -9.0% |
| YTD | +9.8% | +36.2% | -26.4% | +2.6% |
| 1Y | +4.7% | +46.8% | -42.1% | -3.8% |
| 3Y | +71.0% | +177.8% | -106.8% | +36.8% |
| 5Y | +15.8% | +105.8% | -90.0% | -4.3% |
| 10Y | +287.3% | +197.6% | +89.7% | +181.1% |
| All | +287.3% | +198.3% | +89.0% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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