+2,941.1%
SHOP vs NEE
+251.9%
+2,689.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -13.2% | -1.9% | -11.3% | -12.5% |
| 30D | -17.0% | -3.1% | -13.9% | -16.0% |
| 3M | +17.0% | -2.4% | +19.4% | +17.8% |
| 6M | -2.1% | -8.6% | +6.5% | +0.1% |
| YTD | -21.4% | +4.9% | -26.3% | -25.0% |
| 1Y | -11.0% | +19.4% | -30.4% | -20.0% |
| 3Y | +100.9% | +34.9% | +66.1% | +59.1% |
| 5Y | -14.7% | +11.0% | -25.7% | -24.7% |
| All | +2,941.1% | +251.9% | +2,689.2% | +1,731.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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