+924.9%
NRG vs SW
+177.1%
+747.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +10.0% | -2.9% | +12.9% | +10.4% |
| 30D | -3.2% | +5.0% | -8.3% | -4.0% |
| 3M | -18.5% | -13.7% | -4.9% | -17.1% |
| 6M | -25.3% | +8.0% | -33.3% | -26.4% |
| YTD | -38.1% | +14.0% | -52.1% | -39.7% |
| 1Y | -40.7% | +25.6% | -66.3% | -42.9% |
| 3Y | +121.8% | +40.1% | +81.6% | +112.8% |
| 5Y | +209.2% | -2.6% | +211.8% | +198.4% |
| All | +924.9% | +177.1% | +747.8% | +716.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling