+48.8%
SW vs NUE
+76.5%
-27.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.7% |
| 7D | +2.2% | -6.2% | +8.4% | +4.5% |
| 30D | +7.4% | +2.5% | +5.0% | +6.0% |
| 3M | -5.9% | -6.4% | +0.4% | -4.2% |
| 6M | +9.0% | +13.3% | -4.3% | +2.6% |
| YTD | +18.1% | +58.5% | -40.4% | -2.6% |
| 1Y | +28.7% | +81.9% | -53.2% | +0.9% |
| 3Y | +48.8% | +75.3% | -26.5% | +6.6% |
| All | +48.8% | +76.5% | -27.7% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling