+3.1%
NEE vs STZ
+15.1%
-12.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | -2.8% | -0.9% | -1.8% | -2.6% |
| 30D | +9.5% | +14.9% | -5.4% | +7.1% |
| 3M | +1.0% | +8.4% | -7.4% | -0.7% |
| 6M | -8.0% | +2.8% | -10.8% | -9.1% |
| YTD | +9.4% | +7.5% | +1.9% | +5.3% |
| 1Y | +3.1% | +12.5% | -9.4% | -3.5% |
| All | +3.1% | +15.1% | -12.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling