+126.6%
NUE vs SWK
-25.5%
+152.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -10.6% | +11.0% | -21.6% | -14.4% |
| 30D | -0.6% | +30.1% | -30.6% | -10.7% |
| 3M | -9.7% | +14.7% | -24.4% | -15.0% |
| 6M | +5.1% | +44.5% | -39.4% | -10.3% |
| YTD | +51.4% | +59.4% | -8.0% | +23.0% |
| 1Y | +71.3% | +77.5% | -6.2% | +33.1% |
| 3Y | +66.8% | +49.5% | +17.4% | +32.0% |
| All | +126.6% | -25.5% | +152.1% | +132.4% |
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