+177.1%
SW vs NUE
+423.6%
-246.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.1% |
| 7D | -2.9% | +2.8% | -5.7% | -3.5% |
| 30D | +5.0% | -2.1% | +7.1% | +5.3% |
| 3M | -13.7% | -7.3% | -6.3% | -12.6% |
| 6M | +8.0% | +8.9% | -0.9% | +5.7% |
| YTD | +14.0% | +55.6% | -41.6% | +3.5% |
| 1Y | +25.6% | +74.7% | -49.0% | +11.6% |
| 3Y | +40.1% | +71.7% | -31.5% | +22.8% |
| 5Y | -2.6% | +141.2% | -143.8% | -20.4% |
| All | +177.1% | +423.6% | -246.5% | +85.9% |
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