+16.5%
NU vs SWKS
-40.8%
+57.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.1% |
| 7D | +3.6% | -6.2% | +9.8% | +5.8% |
| 30D | -22.8% | -1.5% | -21.3% | -22.6% |
| 3M | -14.8% | +23.0% | -37.8% | -22.5% |
| 6M | -16.9% | +27.6% | -44.5% | -27.8% |
| YTD | -28.1% | +32.3% | -60.5% | -39.7% |
| 1Y | -24.5% | +20.1% | -44.7% | -33.9% |
| 3Y | +44.8% | +0.6% | +44.1% | +20.1% |
| All | +16.5% | -40.8% | +57.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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