-40.9%
NRG vs SW
+26.8%
-67.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.9% | +2.2% | -1.3% | +0.4% |
| 30D | -9.6% | +7.4% | -17.0% | -11.0% |
| 3M | -17.9% | -5.9% | -12.0% | -17.0% |
| 6M | -29.1% | +9.0% | -38.1% | -31.6% |
| YTD | -38.1% | +18.1% | -56.2% | -41.5% |
| 1Y | -40.9% | +28.7% | -69.6% | -45.2% |
| All | -40.9% | +26.8% | -67.7% | -45.2% |
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 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