+81.7%
SPY vs NEE
+9.6%
+72.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -0.4% | -0.5% | +0.2% | -0.2% |
| 30D | -1.4% | -1.7% | +0.3% | -1.0% |
| 3M | +3.7% | -1.8% | +5.5% | +4.0% |
| 6M | +13.0% | -8.8% | +21.8% | +15.0% |
| YTD | +12.4% | +5.2% | +7.2% | +10.4% |
| 1Y | +18.5% | +21.3% | -2.8% | +12.4% |
| 3Y | +77.6% | +35.2% | +42.4% | +60.0% |
| 5Y | +81.7% | +10.1% | +71.6% | +72.6% |
| All | +81.7% | +9.6% | +72.1% | +72.6% |
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