-18.6%
NRG vs SWK
+37.3%
-55.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.2% |
| 7D | +7.1% | -0.4% | +7.6% | +7.2% |
| 30D | -1.4% | -5.7% | +4.3% | +0.1% |
| 3M | -10.5% | +24.1% | -34.5% | -16.3% |
| 6M | -26.7% | +24.7% | -51.4% | -32.1% |
| YTD | -24.5% | +33.9% | -58.5% | -30.2% |
| 1Y | -18.6% | +34.7% | -53.2% | -25.7% |
| All | -18.6% | +37.3% | -55.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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