+181.7%
NRG vs SW
-2.6%
+184.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.9% | +10.6% | +9.8% |
| 7D | -7.6% | +2.3% | -10.0% | -8.1% |
| 30D | -18.3% | +6.8% | -25.1% | -19.4% |
| 3M | -25.5% | -5.2% | -20.3% | -25.0% |
| 6M | -40.9% | +7.4% | -48.3% | -42.0% |
| YTD | -43.7% | +17.4% | -61.1% | -45.9% |
| 1Y | -47.3% | +27.1% | -74.4% | -50.1% |
| 3Y | +103.2% | +47.9% | +55.3% | +93.2% |
| All | +181.7% | -2.6% | +184.3% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling