+15.2%
NEE vs STZ
-28.3%
+43.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | -2.8% | -0.9% | -1.8% | -2.5% |
| 30D | +9.5% | +14.9% | -5.4% | +4.1% |
| 3M | +1.0% | +8.4% | -7.4% | -2.2% |
| 6M | -8.0% | +2.8% | -10.8% | -9.7% |
| YTD | +9.4% | +7.5% | +1.9% | +4.1% |
| 1Y | +3.1% | +12.5% | -9.4% | -4.0% |
| 3Y | +70.5% | -35.4% | +105.9% | +99.7% |
| 5Y | +15.2% | -29.3% | +44.5% | +33.1% |
| All | +15.2% | -28.3% | +43.5% | +33.1% |
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