-49.7%
NRG vs SW
+29.5%
-79.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.1% | -17.6% | -14.2% |
| 7D | -13.7% | +12.1% | -25.8% | -15.7% |
| 30D | -13.6% | +6.6% | -20.1% | -14.8% |
| 3M | -28.5% | -6.0% | -22.5% | -27.7% |
| 6M | -45.8% | +21.5% | -67.2% | -48.7% |
| YTD | -46.9% | +20.3% | -67.3% | -50.0% |
| 1Y | -49.7% | +28.1% | -77.9% | -53.4% |
| All | -49.7% | +29.5% | -79.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling