+10.5%
NEE vs SW
+25.8%
-15.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +7.4% | +4.7% | +2.8% | +7.0% |
| 30D | +13.3% | +5.0% | +8.3% | +12.8% |
| 3M | +3.5% | -7.3% | +10.8% | +3.8% |
| 6M | -7.0% | +15.0% | -22.0% | -7.9% |
| YTD | +12.3% | +18.5% | -6.2% | +8.6% |
| 1Y | +10.5% | +27.1% | -16.6% | +5.5% |
| All | +10.5% | +25.8% | -15.2% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling