+730.4%
SW vs NUE
+412.8%
+317.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -0.4% |
| 7D | +4.7% | -10.8% | +15.4% | +6.1% |
| 30D | +5.0% | -2.1% | +7.1% | +5.2% |
| 3M | -7.3% | -10.4% | +3.0% | -6.2% |
| 6M | +15.0% | +6.4% | +8.6% | +13.9% |
| YTD | +18.5% | +51.9% | -33.3% | +12.5% |
| 1Y | +27.1% | +71.1% | -44.0% | +19.0% |
| 3Y | +49.3% | +68.2% | -18.9% | +38.9% |
| 5Y | -1.6% | +135.5% | -137.1% | -12.0% |
| 10Y | +185.4% | +507.9% | -322.5% | +131.1% |
| All | +730.4% | +412.8% | +317.6% | +583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling