+13,460.4%
NUE vs SWK
+1,536.3%
+11,924.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -10.6% | +11.0% | -21.6% | -15.7% |
| 30D | -0.6% | +30.1% | -30.6% | -13.7% |
| 3M | -9.7% | +14.7% | -24.4% | -16.7% |
| 6M | +5.1% | +44.5% | -39.4% | -14.4% |
| YTD | +51.4% | +59.4% | -8.0% | +15.9% |
| 1Y | +71.3% | +77.5% | -6.2% | +23.9% |
| 3Y | +66.8% | +49.5% | +17.4% | +24.2% |
| 5Y | +134.8% | -24.9% | +159.7% | +138.3% |
| 10Y | +506.1% | +31.8% | +474.4% | +334.6% |
| All | +13,460.4% | +1,536.3% | +11,924.1% | +2,723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling