+18.3%
NEE vs SW
-0.1%
+18.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +4.7% |
| 7D | +9.2% | +12.1% | -2.9% | +8.6% |
| 30D | +16.0% | +6.6% | +9.4% | +15.6% |
| 3M | +2.2% | -6.0% | +8.2% | +2.4% |
| 6M | -6.0% | +21.5% | -27.5% | -7.0% |
| YTD | +12.6% | +20.3% | -7.7% | +11.3% |
| 1Y | +11.4% | +28.1% | -16.8% | +9.8% |
| 3Y | +62.8% | +51.6% | +11.2% | +59.8% |
| All | +18.3% | -0.1% | +18.4% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling