+985.8%
NRG vs SW
+182.3%
+803.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +17.1% | -2.6% | +19.7% | +17.5% |
| 30D | -7.9% | +7.2% | -15.1% | -8.8% |
| 3M | -18.2% | -10.5% | -7.7% | -17.2% |
| 6M | -28.4% | +9.9% | -38.3% | -29.6% |
| YTD | -37.9% | +17.2% | -55.1% | -39.6% |
| 1Y | -39.2% | +26.5% | -65.7% | -41.6% |
| 3Y | +125.3% | +47.7% | +77.7% | +115.1% |
| 5Y | +215.7% | +0.2% | +215.5% | +203.6% |
| 10Y | +985.8% | +182.3% | +803.5% | +788.2% |
| All | +985.8% | +182.3% | +803.5% | +788.2% |
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