-18.0%
NRG vs SWK
+24.6%
-42.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.3% |
| 7D | +9.3% | +0.1% | +9.1% | +9.2% |
| 30D | +1.3% | -8.9% | +10.2% | +3.9% |
| 3M | -6.0% | +20.5% | -26.5% | -11.5% |
| 6M | -22.0% | +27.1% | -49.1% | -28.1% |
| YTD | -24.1% | +30.2% | -54.3% | -29.4% |
| 1Y | -18.0% | +24.8% | -42.8% | -26.3% |
| All | -18.0% | +24.6% | -42.6% | -26.3% |
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