-49.7%
NRG vs SWK
+87.6%
-137.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +13.1% | -26.6% | -15.6% |
| 7D | -13.7% | +17.9% | -31.6% | -16.9% |
| 30D | -13.6% | +31.9% | -45.5% | -19.9% |
| 3M | -28.5% | +16.6% | -45.1% | -31.0% |
| 6M | -45.8% | +61.1% | -106.9% | -53.5% |
| YTD | -46.9% | +64.2% | -111.2% | -54.8% |
| 1Y | -49.7% | +85.2% | -134.9% | -58.3% |
| All | -49.7% | +87.6% | -137.3% | -58.3% |
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