+14,317.4%
NUE vs SWK
+1,275.2%
+13,042.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | +4.2% | -0.4% | +4.7% | +4.5% |
| 30D | -5.0% | -5.7% | +0.7% | -2.2% |
| 3M | -0.2% | +24.1% | -24.3% | -11.3% |
| 6M | +49.1% | +24.7% | +24.4% | +31.3% |
| YTD | +61.0% | +33.9% | +27.1% | +35.9% |
| 1Y | +82.5% | +34.7% | +47.9% | +52.5% |
| 3Y | +57.9% | +15.3% | +42.6% | +35.0% |
| 5Y | +146.6% | -39.3% | +185.9% | +180.9% |
| 10Y | +561.6% | +2.5% | +559.1% | +444.0% |
| All | +14,317.4% | +1,275.2% | +13,042.2% | +3,210.6% |
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