+28.0%
NU vs SWK
-28.9%
+56.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.7% |
| 7D | +9.9% | -1.4% | +11.3% | +10.5% |
| 30D | -11.5% | +25.5% | -36.9% | -19.3% |
| 3M | -5.1% | +11.8% | -16.9% | -9.5% |
| 6M | +3.1% | +48.7% | -45.6% | -12.8% |
| YTD | -21.0% | +57.2% | -78.2% | -35.4% |
| 1Y | -15.2% | +75.3% | -90.5% | -33.8% |
| 3Y | +56.4% | +51.9% | +4.5% | +20.7% |
| All | +28.0% | -28.9% | +56.8% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling