+324.2%
SMH vs NEE
+9.7%
+314.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | +1.4% | -1.9% | +3.3% | +1.8% |
| 30D | -2.2% | -3.1% | +0.9% | -1.5% |
| 3M | -1.9% | -2.4% | +0.6% | -1.4% |
| 6M | +41.0% | -8.6% | +49.6% | +43.4% |
| YTD | +55.6% | +4.9% | +50.6% | +53.0% |
| 1Y | +86.8% | +19.4% | +67.4% | +78.1% |
| 3Y | +277.7% | +34.9% | +242.8% | +239.4% |
| 5Y | +324.2% | +11.0% | +313.1% | +302.3% |
| All | +324.2% | +9.7% | +314.5% | +302.3% |
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