-40.7%
NRG vs SW
+26.3%
-67.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.3% |
| 7D | +2.9% | +1.8% | +1.1% | +2.5% |
| 30D | -9.3% | +7.0% | -16.4% | -10.7% |
| 3M | -17.1% | -7.6% | -9.5% | -15.9% |
| 6M | -28.9% | +8.5% | -37.4% | -31.4% |
| YTD | -37.9% | +17.7% | -55.6% | -41.3% |
| All | -40.7% | +26.3% | -67.0% | -45.0% |
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