+61.0%
NEE vs STT
+165.4%
-104.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +3.9% | -2.5% | +6.4% | +4.3% |
| 30D | +12.8% | -5.0% | +17.8% | +13.8% |
| 3M | +3.6% | -10.5% | +14.0% | +5.5% |
| 6M | -7.5% | +10.0% | -17.5% | -9.6% |
| YTD | +10.7% | +30.7% | -20.0% | +3.5% |
| 1Y | +9.1% | +43.8% | -34.7% | -0.6% |
| 3Y | +61.0% | +168.1% | -107.1% | +10.2% |
| All | +61.0% | +165.4% | -104.4% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling