+6,668.3%
NEE vs STZ
+9,621.1%
-2,952.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +1.9% | -1.9% | +3.9% | +2.3% |
| 30D | -2.2% | -1.9% | -0.3% | -1.9% |
| 3M | -1.2% | -6.2% | +5.1% | -0.3% |
| 6M | -8.6% | -14.0% | +5.4% | -6.5% |
| YTD | +6.2% | -5.1% | +11.3% | +6.5% |
| 1Y | +21.1% | -9.6% | +30.7% | +22.3% |
| 3Y | +36.4% | -47.2% | +83.6% | +49.9% |
| 5Y | +11.4% | -33.6% | +44.9% | +18.0% |
| 10Y | +250.0% | -9.8% | +259.8% | +249.4% |
| All | +6,668.3% | +9,621.1% | -2,952.8% | +4,472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling