+260.3%
NEE vs SWK
+29.6%
+230.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +3.9% | +11.0% | -7.2% | +1.4% |
| 30D | +12.8% | +30.1% | -17.2% | +6.4% |
| 3M | +3.6% | +14.7% | -11.1% | +0.3% |
| 6M | -7.5% | +44.5% | -52.0% | -15.2% |
| YTD | +10.7% | +59.4% | -48.7% | -1.5% |
| 1Y | +9.1% | +77.5% | -68.4% | -5.4% |
| 3Y | +61.0% | +49.5% | +11.5% | +41.0% |
| 5Y | +16.3% | -24.9% | +41.2% | +16.6% |
| All | +260.3% | +29.6% | +230.7% | +217.9% |
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