+16.5%
NU vs SWK
-27.9%
+44.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | +3.6% | +11.0% | -7.4% | -0.8% |
| 30D | -22.8% | +30.1% | -52.8% | -30.7% |
| 3M | -14.8% | +14.7% | -29.5% | -19.6% |
| 6M | -16.9% | +44.5% | -61.4% | -28.9% |
| YTD | -28.1% | +59.4% | -87.5% | -41.6% |
| 1Y | -24.5% | +77.5% | -102.1% | -41.4% |
| 3Y | +44.8% | +49.5% | -4.7% | +12.9% |
| All | +16.5% | -27.9% | +44.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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