-7.5%
NOC vs SWK
+87.6%
-95.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +13.1% | -17.6% | -4.5% |
| 7D | -5.0% | +17.9% | -22.9% | -5.1% |
| 30D | +10.3% | +31.9% | -21.6% | +9.7% |
| 3M | -4.3% | +16.6% | -20.9% | -4.5% |
| 6M | -6.5% | +61.1% | -67.6% | -8.1% |
| YTD | -6.7% | +64.2% | -71.0% | -8.8% |
| 1Y | -7.5% | +85.2% | -92.7% | -9.4% |
| All | -7.5% | +87.6% | -95.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling