+1,269.2%
SMH vs NEE
+3,000.3%
-1,731.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | -4.1% | +0.5% | -4.6% | -4.4% |
| 6M | +50.8% | -6.5% | +57.3% | +53.7% |
| YTD | +59.3% | +6.7% | +52.6% | +54.1% |
| 1Y | +94.1% | +23.6% | +70.5% | +77.1% |
| 3Y | +286.7% | +37.1% | +249.6% | +222.8% |
| 5Y | +339.4% | +10.9% | +328.5% | +295.9% |
| 10Y | +1,803.3% | +245.4% | +1,557.9% | +943.0% |
| All | +1,269.2% | +3,000.3% | -1,731.0% | +271.4% |
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