+146.2%
NUE vs SWK
-30.7%
+176.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | +2.8% | -1.4% | +4.1% | +3.3% |
| 30D | -2.1% | +25.5% | -27.5% | -10.9% |
| 3M | -7.3% | +11.8% | -19.1% | -11.9% |
| 6M | +8.9% | +48.7% | -39.8% | -8.2% |
| YTD | +55.6% | +57.2% | -1.6% | +27.0% |
| 1Y | +74.7% | +75.3% | -0.6% | +36.2% |
| 3Y | +71.7% | +51.9% | +19.7% | +34.6% |
| All | +146.2% | -30.7% | +176.9% | +165.2% |
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