+281.9%
NEE vs SWK
+32.9%
+249.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.7% |
| 7D | +2.2% | +10.7% | -8.5% | -0.2% |
| 30D | +12.3% | +33.3% | -21.1% | +5.2% |
| 3M | +3.4% | +14.7% | -11.3% | +0.1% |
| 6M | -5.3% | +48.5% | -53.8% | -13.8% |
| YTD | +10.6% | +63.9% | -53.3% | -2.2% |
| 1Y | +6.5% | +80.4% | -73.9% | -8.0% |
| 3Y | +73.5% | +58.1% | +15.4% | +49.9% |
| 5Y | +17.0% | -24.5% | +41.5% | +17.3% |
| 10Y | +281.9% | +29.5% | +252.4% | +222.9% |
| All | +281.9% | +32.9% | +249.0% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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