+42.3%
SWKS vs NRG
+1,058.7%
-1,016.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.6% |
| 7D | +6.8% | +3.9% | +2.9% | +5.5% |
| 30D | +11.3% | -3.0% | +14.2% | +12.0% |
| 3M | +4.1% | -10.9% | +15.0% | +5.9% |
| 6M | +39.7% | -25.3% | +64.9% | +49.1% |
| YTD | +23.2% | -26.8% | +50.1% | +31.6% |
| 1Y | +5.3% | -23.3% | +28.6% | +10.3% |
| 3Y | -15.1% | +208.6% | -223.7% | -47.9% |
| 5Y | -50.3% | +194.1% | -244.5% | -69.6% |
| 10Y | +42.3% | +1,123.6% | -1,081.2% | -35.8% |
| All | +42.3% | +1,058.7% | -1,016.3% | -35.8% |
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 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