+37.8%
NEE vs SW
+19.6%
+18.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +1.9% | -5.1% | +7.0% | +2.3% |
| 30D | -2.2% | -4.6% | +2.4% | -1.9% |
| 3M | -1.2% | +9.4% | -10.6% | -1.9% |
| 6M | -8.6% | +3.5% | -12.1% | -9.0% |
| YTD | +6.2% | +22.0% | -15.8% | +4.2% |
| 1Y | +21.1% | +2.2% | +18.9% | +20.1% |
| All | +37.8% | +19.6% | +18.2% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling