+61.0%
NEE vs SWKS
-0.7%
+61.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | +3.9% | -6.2% | +10.0% | +4.2% |
| 30D | +12.8% | -1.5% | +14.3% | +12.9% |
| 3M | +3.6% | +23.0% | -19.4% | +2.0% |
| 6M | -7.5% | +27.6% | -35.1% | -9.5% |
| YTD | +10.7% | +32.3% | -21.6% | +7.7% |
| 1Y | +9.1% | +20.1% | -11.0% | +6.9% |
| 3Y | +61.0% | +0.6% | +60.3% | +31.5% |
| All | +61.0% | -0.7% | +61.7% | +31.5% |
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