+483.8%
STX vs NEE
+16.2%
+467.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -17.3% | +2.3% | -19.6% | -17.7% |
| 30D | -35.9% | +11.5% | -47.4% | -37.4% |
| 3M | -37.3% | +2.6% | -39.9% | -37.7% |
| 6M | -35.8% | -6.0% | -29.9% | -35.0% |
| YTD | +82.7% | +9.8% | +72.9% | +78.0% |
| 1Y | +71.6% | +4.7% | +66.9% | +69.1% |
| 3Y | +635.3% | +71.0% | +564.2% | +519.5% |
| 5Y | +483.8% | +15.8% | +467.9% | +437.3% |
| All | +483.8% | +16.2% | +467.6% | +437.3% |
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 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