+217.4%
NRG vs SWK
-23.3%
+240.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.8% | +7.5% | +9.5% |
| 7D | +2.9% | +10.7% | -7.7% | -0.8% |
| 30D | -9.3% | +33.3% | -42.7% | -17.9% |
| 3M | -17.1% | +14.7% | -31.8% | -21.2% |
| 6M | -28.9% | +48.5% | -77.4% | -38.2% |
| YTD | -37.9% | +63.9% | -101.8% | -48.1% |
| 1Y | -42.7% | +80.4% | -123.1% | -53.6% |
| 3Y | +127.5% | +58.1% | +69.4% | +81.9% |
| 5Y | +217.4% | -24.5% | +241.9% | +182.4% |
| All | +217.4% | -23.3% | +240.7% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling