-11.2%
SHOP vs NEE
+12.0%
-23.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | -2.1% | +0.9% | -0.6% |
| 30D | -14.7% | +8.6% | -23.3% | -16.9% |
| 3M | -7.2% | -0.3% | -6.9% | -7.2% |
| 6M | +54.2% | -8.9% | +63.1% | +58.1% |
| YTD | -8.6% | +8.3% | -17.0% | -13.6% |
| 1Y | +0.5% | +4.3% | -3.7% | -3.5% |
| 3Y | +135.9% | +70.7% | +65.2% | +61.7% |
| All | -11.2% | +12.0% | -23.2% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling