+260.3%
NEE vs SW
+182.7%
+77.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.4% |
| 7D | +3.9% | +2.3% | +1.5% | +3.7% |
| 30D | +12.8% | +6.8% | +6.1% | +12.4% |
| 3M | +3.6% | -5.2% | +8.7% | +3.8% |
| 6M | -7.5% | +7.4% | -14.9% | -8.0% |
| YTD | +10.7% | +17.4% | -6.7% | +9.3% |
| 1Y | +9.1% | +27.1% | -18.0% | +7.2% |
| 3Y | +61.0% | +47.9% | +13.1% | +56.0% |
| 5Y | +16.3% | -2.6% | +18.8% | +13.6% |
| All | +260.3% | +182.7% | +77.6% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling