-40.7%
NRG vs SW
+24.2%
-64.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +10.0% | -2.9% | +12.9% | +10.5% |
| 30D | -3.2% | +5.0% | -8.3% | -4.5% |
| 3M | -18.5% | -13.7% | -4.9% | -16.3% |
| 6M | -25.3% | +8.0% | -33.3% | -27.9% |
| YTD | -38.1% | +14.0% | -52.1% | -41.5% |
| 1Y | -40.7% | +25.6% | -66.3% | -46.0% |
| All | -40.7% | +24.2% | -64.8% | -46.0% |
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