+182.3%
SW vs NUE
+445.3%
-263.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.7% | -1.2% |
| 7D | -2.6% | -2.4% | -0.1% | -2.1% |
| 30D | +7.2% | +3.8% | +3.4% | +6.2% |
| 3M | -10.5% | -3.7% | -6.8% | -10.1% |
| 6M | +9.9% | +13.2% | -3.3% | +6.6% |
| YTD | +17.2% | +61.6% | -44.3% | +5.7% |
| 1Y | +26.5% | +83.6% | -57.1% | +11.2% |
| 3Y | +47.7% | +78.6% | -31.0% | +28.3% |
| 5Y | +0.2% | +148.0% | -147.8% | -18.7% |
| 10Y | +182.3% | +449.9% | -267.6% | +88.7% |
| All | +182.3% | +445.3% | -263.0% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling