+168.0%
NOC vs SWK
+29.6%
+138.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -5.8% | +11.0% | -16.9% | -7.8% |
| 30D | +10.9% | +30.1% | -19.2% | +5.6% |
| 3M | -7.1% | +14.7% | -21.8% | -9.6% |
| 6M | -5.3% | +44.5% | -49.8% | -12.0% |
| YTD | -6.8% | +59.4% | -66.2% | -15.5% |
| 1Y | -6.7% | +77.5% | -84.2% | -17.2% |
| 3Y | +17.2% | +49.5% | -32.3% | +4.1% |
| 5Y | +56.3% | -24.9% | +81.2% | +62.5% |
| All | +168.0% | +29.6% | +138.4% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling