+202.5%
NRG vs SW
-2.3%
+204.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.2% | +6.2% |
| 7D | +7.1% | -5.1% | +12.2% | +8.1% |
| 30D | -1.4% | -4.6% | +3.2% | -0.6% |
| 3M | -10.5% | +9.4% | -19.8% | -12.2% |
| 6M | -26.7% | +3.5% | -30.3% | -27.8% |
| YTD | -24.5% | +22.0% | -46.6% | -27.8% |
| 1Y | -18.6% | +2.2% | -20.8% | -20.1% |
| 3Y | +227.1% | +19.6% | +207.6% | +214.6% |
| All | +202.5% | -2.3% | +204.8% | +185.7% |
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