-36.5%
SWKS vs NUE
+143.0%
-179.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.3% |
| 7D | +9.4% | +2.8% | +6.7% | +8.2% |
| 30D | +17.0% | -2.1% | +19.1% | +17.7% |
| 3M | +28.9% | -7.3% | +36.3% | +32.4% |
| 6M | +33.1% | +8.9% | +24.3% | +27.4% |
| YTD | +44.8% | +55.6% | -10.8% | +19.0% |
| 1Y | +36.2% | +74.7% | -38.5% | +6.6% |
| 3Y | +11.5% | +71.7% | -60.2% | -15.7% |
| All | -36.5% | +143.0% | -179.6% | -56.9% |
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