+8,434.7%
SHOP vs NEE
+339.6%
+8,095.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -5.1% | +1.9% | -7.1% | -5.8% |
| 30D | +0.6% | -2.2% | +2.7% | +1.4% |
| 3M | +25.0% | -1.2% | +26.2% | +25.2% |
| 6M | +11.9% | -8.6% | +20.5% | +14.4% |
| YTD | -9.9% | +6.2% | -16.1% | -14.4% |
| 1Y | 0.0% | +21.1% | -21.1% | -10.6% |
| 3Y | +117.5% | +36.4% | +81.1% | +72.1% |
| 5Y | -6.6% | +11.4% | -18.0% | -17.5% |
| 10Y | +3,320.3% | +250.0% | +3,070.3% | +1,846.6% |
| All | +8,434.7% | +339.6% | +8,095.1% | +4,414.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling