+898.2%
NRG vs SWK
+32.9%
+865.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.8% | +7.5% | +9.4% |
| 7D | +2.9% | +10.7% | -7.7% | -1.5% |
| 30D | -9.3% | +33.3% | -42.7% | -19.0% |
| 3M | -17.1% | +14.7% | -31.8% | -21.9% |
| 6M | -28.9% | +48.5% | -77.4% | -39.2% |
| YTD | -37.9% | +63.9% | -101.8% | -49.2% |
| 1Y | -42.7% | +80.4% | -123.1% | -54.8% |
| 3Y | +127.5% | +58.1% | +69.4% | +79.7% |
| 5Y | +217.4% | -24.5% | +241.9% | +214.8% |
| 10Y | +898.2% | +29.5% | +868.7% | +767.7% |
| All | +898.2% | +32.9% | +865.3% | +767.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling