+956.8%
SWKS vs NRG
+1,589.2%
-632.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.4% | -2.9% | +1.5% |
| 7D | +12.5% | +7.1% | +5.4% | +10.1% |
| 30D | +10.5% | -1.4% | +11.9% | +10.8% |
| 3M | -7.4% | -10.5% | +3.1% | -5.7% |
| 6M | +32.7% | -26.7% | +59.4% | +42.8% |
| YTD | +19.2% | -24.5% | +43.7% | +26.3% |
| 1Y | +2.4% | -18.6% | +20.9% | +5.4% |
| 3Y | -25.6% | +227.1% | -252.8% | -53.8% |
| 5Y | -53.4% | +198.8% | -252.2% | -70.8% |
| 10Y | +23.2% | +1,122.3% | -1,099.1% | -53.1% |
| All | +956.8% | +1,589.2% | -632.4% | +279.5% |
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