+3,036.2%
SPY vs NEE
+5,822.1%
-2,785.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.6% | -2.1% | +4.7% | +3.4% |
| 30D | -2.0% | +8.6% | -10.6% | -5.1% |
| 3M | -2.8% | -0.3% | -2.5% | -2.9% |
| 6M | +2.1% | -8.9% | +11.1% | +5.2% |
| YTD | +11.5% | +8.3% | +3.1% | +7.0% |
| 1Y | +13.5% | +4.3% | +9.2% | +10.4% |
| 3Y | +77.7% | +70.7% | +7.0% | +37.6% |
| 5Y | +72.6% | +12.8% | +59.8% | +54.4% |
| 10Y | +308.2% | +287.2% | +20.9% | +114.3% |
| All | +3,036.2% | +5,822.1% | -2,785.9% | +545.1% |
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