-2.6%
SW vs NUE
+123.1%
-125.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +2.3% | -10.6% | +12.9% | +5.3% |
| 30D | +6.8% | -0.6% | +7.4% | +6.7% |
| 3M | -5.2% | -9.7% | +4.5% | -3.0% |
| 6M | +7.4% | +5.1% | +2.3% | +5.4% |
| YTD | +17.4% | +51.4% | -34.0% | +4.8% |
| 1Y | +27.1% | +71.3% | -44.2% | +10.1% |
| 3Y | +47.9% | +66.8% | -19.0% | +25.4% |
| All | -2.6% | +123.1% | -125.7% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling