-10.8%
SHOP vs NEE
+11.1%
-22.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.7% |
| 7D | -4.1% | +1.1% | -5.2% | -4.4% |
| 30D | -11.5% | -0.2% | -11.3% | -11.5% |
| 3M | +21.1% | +0.5% | +20.5% | +20.5% |
| 6M | +3.0% | -6.5% | +9.5% | +4.0% |
| YTD | -16.7% | +6.7% | -23.4% | -20.8% |
| 1Y | -8.3% | +23.6% | -31.9% | -18.0% |
| 3Y | +112.8% | +37.1% | +75.7% | +68.2% |
| All | -10.8% | +11.1% | -22.0% | -20.9% |
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 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