+244.6%
NEE vs SWKS
+25.6%
+219.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.3% |
| 7D | +1.9% | +12.5% | -10.6% | +0.1% |
| 30D | -2.2% | +10.5% | -12.7% | -3.8% |
| 3M | -1.2% | -7.4% | +6.2% | -0.5% |
| 6M | -8.6% | +32.7% | -41.2% | -13.9% |
| YTD | +6.2% | +19.2% | -13.0% | +1.6% |
| 1Y | +21.1% | +2.4% | +18.7% | +18.4% |
| 3Y | +36.4% | -25.6% | +62.0% | +36.3% |
| 5Y | +11.4% | -53.4% | +64.8% | +18.9% |
| All | +244.6% | +25.6% | +219.0% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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