+184.4%
SW vs NUE
+451.1%
-266.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.2% |
| 7D | +2.2% | -6.2% | +8.4% | +3.5% |
| 30D | +7.4% | +2.5% | +5.0% | +6.7% |
| 3M | -5.9% | -6.4% | +0.4% | -5.0% |
| 6M | +9.0% | +13.3% | -4.3% | +5.7% |
| YTD | +18.1% | +58.5% | -40.4% | +6.9% |
| 1Y | +28.7% | +81.9% | -53.2% | +13.4% |
| 3Y | +48.8% | +75.3% | -26.5% | +29.8% |
| 5Y | +2.5% | +149.9% | -147.5% | -16.8% |
| 10Y | +184.4% | +436.0% | -251.6% | +91.3% |
| All | +184.4% | +451.1% | -266.7% | +91.3% |
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