+10.1%
NEE vs STZ
-38.0%
+48.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.5% | -6.0% | +5.5% | +1.6% |
| 30D | -1.7% | -8.9% | +7.2% | +1.4% |
| 3M | -1.8% | -12.6% | +10.7% | +2.5% |
| 6M | -8.8% | -17.2% | +8.4% | -3.3% |
| YTD | +5.2% | -10.0% | +15.2% | +6.9% |
| 1Y | +21.3% | -14.3% | +35.6% | +25.4% |
| 3Y | +35.2% | -49.9% | +85.1% | +75.5% |
| 5Y | +10.1% | -38.2% | +48.4% | +31.7% |
| All | +10.1% | -38.0% | +48.1% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling