+13.0%
NEE vs SWKS
-36.1%
+49.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.1% |
| 7D | -3.4% | +10.9% | -14.2% | -4.4% |
| 30D | +9.0% | +17.6% | -8.6% | +7.1% |
| 3M | +0.2% | +29.2% | -29.0% | -3.0% |
| 6M | -8.5% | +37.0% | -45.4% | -12.7% |
| YTD | +8.6% | +44.9% | -36.4% | +2.3% |
| 1Y | +2.2% | +33.8% | -31.7% | -2.7% |
| 3Y | +69.1% | +10.2% | +58.9% | +57.7% |
| 5Y | +13.0% | -37.0% | +50.0% | +10.9% |
| All | +13.0% | -36.1% | +49.1% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling