+3,772.8%
SHOP vs NEE
+290.2%
+3,482.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.3% |
| 7D | +2.1% | -3.4% | +5.5% | +3.5% |
| 30D | -16.8% | +9.0% | -25.9% | -19.8% |
| 3M | -2.4% | +0.2% | -2.6% | -2.7% |
| 6M | +47.0% | -8.5% | +55.5% | +51.2% |
| YTD | -8.8% | +8.6% | -17.4% | -14.3% |
| 1Y | -6.3% | +2.2% | -8.4% | -9.4% |
| 3Y | +139.3% | +69.1% | +70.2% | +68.4% |
| 5Y | -12.1% | +13.0% | -25.1% | -22.9% |
| All | +3,772.8% | +290.2% | +3,482.6% | +2,356.9% |
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