-51.2%
SWKS vs NRG
+204.8%
-255.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +11.8% | +9.3% | +2.6% | +9.2% |
| 30D | +6.7% | +1.3% | +5.5% | +6.2% |
| 3M | 0.0% | -6.0% | +6.0% | -0.1% |
| 6M | +38.7% | -22.0% | +60.7% | +45.6% |
| YTD | +21.4% | -24.1% | +45.5% | +27.7% |
| 1Y | +2.9% | -18.0% | +20.9% | +5.3% |
| 3Y | -16.4% | +220.0% | -236.4% | -50.7% |
| 5Y | -51.2% | +201.1% | -252.3% | -70.3% |
| All | -51.2% | +204.8% | -255.9% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling