+284.2%
NEE vs SWKS
+49.3%
+234.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.1% | +9.4% | -11.5% | -3.4% |
| 30D | +8.6% | +17.0% | -8.4% | +6.0% |
| 3M | -0.3% | +28.9% | -29.2% | -4.7% |
| 6M | -8.9% | +33.1% | -42.1% | -14.2% |
| YTD | +8.3% | +44.8% | -36.4% | +0.1% |
| 1Y | +4.3% | +36.2% | -32.0% | -2.8% |
| 3Y | +70.7% | +11.5% | +59.3% | +58.1% |
| 5Y | +12.8% | -37.1% | +49.9% | +13.9% |
| All | +284.2% | +49.3% | +234.9% | +219.7% |
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