+7.4%
SWKS vs NRG
-24.6%
+32.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.2% |
| 7D | +6.8% | +3.9% | +2.9% | +6.0% |
| 30D | +11.3% | -3.0% | +14.2% | +11.7% |
| 3M | +4.1% | -10.9% | +15.0% | +4.1% |
| 6M | +39.7% | -25.3% | +64.9% | +45.5% |
| YTD | +23.2% | -26.8% | +50.1% | +29.2% |
| All | +7.4% | -24.6% | +32.0% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling