+244.8%
NEE vs STZ
-11.3%
+256.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -1.3% | -4.5% | +3.1% | +0.2% |
| 30D | -3.3% | -8.6% | +5.3% | -0.4% |
| 3M | -2.3% | -13.8% | +11.5% | +2.6% |
| 6M | -8.9% | -17.2% | +8.3% | -3.4% |
| YTD | +4.8% | -9.4% | +14.1% | +6.7% |
| 1Y | +18.7% | -11.9% | +30.6% | +21.8% |
| 3Y | +33.2% | -49.6% | +82.8% | +67.4% |
| 5Y | +10.9% | -37.2% | +48.0% | +27.4% |
| All | +244.8% | -11.3% | +256.2% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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