+11.5%
SWKS vs NRG
+123.8%
-112.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +9.4% | +10.0% | -0.5% | +7.1% |
| 30D | +17.0% | -3.2% | +20.2% | +17.3% |
| 3M | +28.9% | -18.5% | +47.4% | +33.9% |
| 6M | +33.1% | -25.3% | +58.4% | +39.1% |
| YTD | +44.8% | -38.1% | +82.9% | +57.2% |
| 1Y | +36.2% | -40.7% | +76.9% | +49.3% |
| 3Y | +11.5% | +121.8% | -110.3% | -9.8% |
| All | +11.5% | +123.8% | -112.4% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling