+71.0%
NEE vs SWKS
+4.2%
+66.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | +2.3% | -3.1% | +5.5% | +2.5% |
| 30D | +11.5% | +8.3% | +3.2% | +11.0% |
| 3M | +2.6% | +20.2% | -17.6% | +1.3% |
| 6M | -6.0% | +24.9% | -30.9% | -7.8% |
| YTD | +9.8% | +33.2% | -23.3% | +6.9% |
| 1Y | +4.7% | +23.6% | -18.9% | +2.5% |
| 3Y | +71.0% | +1.3% | +69.8% | +43.3% |
| All | +71.0% | +4.2% | +66.8% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling