-2.3%
SW vs NUE
+143.0%
-145.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | 0.0% |
| 7D | -2.9% | +2.8% | -5.7% | -3.7% |
| 30D | +5.0% | -2.1% | +7.1% | +5.4% |
| 3M | -13.7% | -7.3% | -6.3% | -12.3% |
| 6M | +8.0% | +8.9% | -0.9% | +5.0% |
| YTD | +14.0% | +55.6% | -41.6% | +1.0% |
| 1Y | +25.6% | +74.7% | -49.0% | +8.3% |
| 3Y | +40.1% | +71.7% | -31.5% | +18.1% |
| All | -2.3% | +143.0% | -145.3% | -16.5% |
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