+747.8%
NEE vs SW
+755.0%
-7.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +1.9% | -5.1% | +7.0% | +2.1% |
| 30D | -2.2% | -4.6% | +2.4% | -2.1% |
| 3M | -1.2% | +9.4% | -10.6% | -1.4% |
| 6M | -8.6% | +3.5% | -12.1% | -8.7% |
| YTD | +6.2% | +22.0% | -15.8% | +5.6% |
| 1Y | +21.1% | +2.2% | +18.9% | +20.8% |
| 3Y | +36.4% | +19.6% | +16.8% | +35.3% |
| 5Y | +11.4% | -2.3% | +13.7% | +10.3% |
| 10Y | +250.0% | +181.4% | +68.6% | +243.8% |
| All | +747.8% | +755.0% | -7.2% | +768.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling