-11.0%
SHOP vs NEE
+21.2%
-32.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.2% |
| 7D | -13.2% | -1.9% | -11.3% | -13.9% |
| 30D | -17.0% | -3.1% | -13.9% | -18.0% |
| 3M | +17.0% | -2.4% | +19.4% | +15.9% |
| 6M | -2.1% | -8.6% | +6.5% | -4.6% |
| YTD | -21.4% | +4.9% | -26.3% | -28.1% |
| 1Y | -11.0% | +19.4% | -30.4% | -21.2% |
| All | -11.0% | +21.2% | -32.1% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling