+311.2%
SPY vs NEE
+251.9%
+59.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -1.9% | -0.1% | -1.4% |
| 30D | -1.7% | -3.1% | +1.5% | -0.7% |
| 3M | +4.7% | -2.4% | +7.2% | +5.4% |
| 6M | +12.5% | -8.6% | +21.1% | +15.2% |
| YTD | +11.7% | +4.9% | +6.8% | +9.1% |
| 1Y | +17.5% | +19.4% | -1.9% | +9.7% |
| 3Y | +76.6% | +34.9% | +41.7% | +52.3% |
| 5Y | +82.0% | +11.0% | +71.0% | +67.2% |
| All | +311.2% | +251.9% | +59.3% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling