+127.5%
NRG vs SW
+48.2%
+79.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.2% | +10.1% | +10.3% |
| 7D | +2.9% | +1.8% | +1.1% | +2.2% |
| 30D | -9.3% | +7.0% | -16.4% | -11.3% |
| 3M | -17.1% | -7.6% | -9.5% | -15.6% |
| 6M | -28.9% | +8.5% | -37.4% | -31.5% |
| YTD | -37.9% | +17.7% | -55.6% | -42.4% |
| 1Y | -42.7% | +27.1% | -69.8% | -48.2% |
| 3Y | +127.5% | +48.2% | +79.3% | +114.4% |
| All | +127.5% | +48.2% | +79.3% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling