-43.6%
SWKS vs NUE
+123.1%
-166.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -6.2% | -10.6% | +4.4% | -1.9% |
| 30D | -1.5% | -0.6% | -0.9% | -1.5% |
| 3M | +23.0% | -9.7% | +32.7% | +27.7% |
| 6M | +27.6% | +5.1% | +22.5% | +24.0% |
| YTD | +32.3% | +51.4% | -19.1% | +10.0% |
| 1Y | +20.1% | +71.3% | -51.2% | -5.3% |
| 3Y | +0.6% | +66.8% | -66.2% | -23.0% |
| All | -43.6% | +123.1% | -166.7% | -61.3% |
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