+3,058.8%
SPY vs NEE
+5,882.7%
-2,823.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -0.9% | -2.8% | +1.9% | +0.1% |
| 30D | -2.4% | +9.5% | -11.9% | -5.8% |
| 3M | -1.2% | +1.0% | -2.2% | -1.8% |
| 6M | +3.3% | -8.0% | +11.3% | +6.0% |
| YTD | +12.3% | +9.4% | +2.8% | +7.4% |
| 1Y | +12.4% | +3.1% | +9.3% | +9.9% |
| 3Y | +78.8% | +70.5% | +8.3% | +38.6% |
| 5Y | +75.2% | +15.2% | +60.0% | +55.4% |
| 10Y | +311.1% | +291.2% | +19.9% | +115.0% |
| All | +3,058.8% | +5,882.7% | -2,823.8% | +547.3% |
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 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