+280.4%
SHW vs NRG
+1,083.9%
-803.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | -3.1% | -4.7% | +1.6% | -2.2% |
| 30D | -10.0% | -6.0% | -4.1% | -9.1% |
| 3M | +2.3% | -8.0% | +10.2% | +2.8% |
| 6M | +0.7% | -23.2% | +23.8% | +4.6% |
| YTD | +0.5% | -28.1% | +28.5% | +5.3% |
| 1Y | -11.5% | -27.3% | +15.8% | -8.0% |
| 3Y | +21.3% | +208.7% | -187.3% | -16.0% |
| 5Y | +12.5% | +197.7% | -185.1% | -22.7% |
| All | +280.4% | +1,083.9% | -803.5% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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