+3,846.5%
SHW vs NRG
+1,484.6%
+2,361.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -12.7% | -6.8% | -5.9% | -11.6% |
| 3M | +4.7% | -7.1% | +11.8% | +5.2% |
| 6M | -3.4% | -27.6% | +24.1% | +1.3% |
| YTD | -1.3% | -29.2% | +27.9% | +3.5% |
| 1Y | -10.4% | -29.9% | +19.5% | -6.3% |
| 3Y | +20.1% | +198.7% | -178.6% | -10.2% |
| 5Y | +10.5% | +192.9% | -182.4% | -18.1% |
| 10Y | +280.3% | +1,084.1% | -803.9% | +109.5% |
| All | +3,846.5% | +1,484.6% | +2,361.9% | +1,956.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling