+264.0%
NRG vs SW
+755.0%
-491.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.2% | +6.4% |
| 7D | +7.1% | -5.1% | +12.2% | +7.4% |
| 30D | -1.4% | -4.6% | +3.2% | -1.2% |
| 3M | -10.5% | +9.4% | -19.8% | -11.0% |
| 6M | -26.7% | +3.5% | -30.3% | -27.0% |
| YTD | -24.5% | +22.0% | -46.6% | -25.5% |
| 1Y | -18.6% | +2.2% | -20.8% | -19.0% |
| 3Y | +227.1% | +19.6% | +207.6% | +223.6% |
| 5Y | +198.8% | -2.3% | +201.1% | +194.4% |
| 10Y | +1,122.3% | +181.4% | +940.9% | +1,102.8% |
| All | +264.0% | +755.0% | -491.0% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling