+78.5%
SPY vs NEE
+38.3%
+40.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +0.5% | +1.1% | -0.5% | +0.4% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | +3.9% | +0.5% | +3.3% | +3.8% |
| 6M | +14.5% | -6.5% | +21.1% | +15.2% |
| YTD | +12.9% | +6.7% | +6.2% | +11.8% |
| 1Y | +19.4% | +23.6% | -4.2% | +16.2% |
| 3Y | +78.5% | +37.1% | +41.3% | +66.3% |
| All | +78.5% | +38.3% | +40.1% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling