+157.4%
NOC vs SWK
+18.1%
+139.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.8% | -1.4% | +6.2% | +5.1% |
| 30D | +11.0% | +25.5% | -14.4% | +6.4% |
| 3M | -3.8% | +11.8% | -15.6% | -6.0% |
| 6M | +0.6% | +48.7% | -48.0% | -7.0% |
| YTD | -2.3% | +57.2% | -59.5% | -11.1% |
| 1Y | +0.3% | +75.3% | -75.0% | -10.8% |
| 3Y | +24.6% | +51.9% | -27.3% | +10.2% |
| 5Y | +66.0% | -30.7% | +96.7% | +76.9% |
| All | +157.4% | +18.1% | +139.3% | +117.8% |
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